Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science
Editor
- Sven Knoth(Helmut-Schmidt-Universität Hamburg, Department of Mathematics and Statistics)Yarema Okhrin(University of Augsburg, Department of Statistics and Data Science)Philipp Otto(University of Glasgow, School of Mathematics and Statistics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), 2024. "Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science," Springer Books, Springer, number 978-3-031-69111-9, January.
Handle: RePEc:spr:sprbok:978-3-031-69111-9
DOI: 10.1007/978-3-031-69111-9
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Book Chapters
The following chapters of this book are listed in IDEAS- Soumik Banerjee & Aleksey S. Polunchenko, 2024. "More on the Quasi-Stationary Distribution of the Shiryaev–Roberts Diffusion," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 3-37, Springer.
- Olha Bodnar & Taras Bodnar, 2024. "CUSUM Schemes for Stationary and Nonstationary Gaussian Processes," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 39-57, Springer.
- Giovanna Capizzi & Guido Masarotto, 2024. "Distribution-Free Multivariate Phase I Shewhart Control Charts: Analysis, Comparisons and Recommendations," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 59-81, Springer.
- Fah Fatt Gan & Hui Qin Tan & Su-Fen Yang & Rushan Abeygunawardana, 2024. "Quick Detection Updating Variable Life-Adjusted Display," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 83-103, Springer.
- Olgierd Hryniewicz & Katarzyna Kaczmarek-Majer, 2024. "Monitoring Complex Segmented Streams of Data Using Bootstrap Control Charts," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 105-125, Springer.
- Sven Knoth, 2024. "Some Stylized Facts of the Conditional Expected Delay (CED)," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 127-153, Springer.
- Manuel Cabral Morais, 2024. "Stochastic Ordering in the Performance Analysis of Control Charts for Binomial AR(1) Processes," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 155-172, Springer.
- Ugur Murat & Murat Caner Testik & Christian H. Weiß, 2024. "An Integrated Approach for Designing a Phase I c-Control Chart Based on the Phase II Performance of Poisson Exponentially Weighted Moving Average Control Chart," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 173-194, Springer.
- Christian H. Weiß, 2024. "Control Charts for Poisson Counts Based on the Stein–Chen Identity," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 195-209, Springer.
- William H. Woodall & Nesma A. Saleh & Mahmoud A. Mahmoud & Víctor G. Tercero-Gómez & Sven Knoth, 2024. "Misguided Statistical Process Monitoring Approaches," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 211-220, Springer.
- Jamol Bahromov & Vasyl Golosnoy & Yarema Okhrin, 2024. "The Empirical Similarity Approach for Combining Predictions of Portfolio Weights," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 223-237, Springer.
- Taras Bodnar & Nestor Parolya & Frederik Veldman, 2024. "Linear Shrinkage-Based Hypothesis Test for Large-Dimensional Covariance Matrix," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 239-257, Springer.
- Taras Bodnar & Stepan Mazur & Hoang Nguyen, 2024. "Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 259-278, Springer.
- Nahla Elbassouni & Thomas Holgersson & Stepan Mazur, 2024. "Shrinkage Estimation of the Intercept Parameter in Linear Regression," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 279-293, Springer.
- Alexander März & Nadja Klein & Thomas Kneib & Oliver Mußhoff, 2024. "Intergenerational Social Mobility in the United States: A Multivariate Analysis Using Distributional Regression," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 295-335, Springer.
- Winfried Pohlmeier & Ekaterina Kazak, 2024. "Can We Give the Maximum Sharpe Ratio Portfolio a Chance?," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 337-366, Springer.
- Ansgar Steland, 2024. "On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 367-388, Springer.
- Raid Amin & Elizabeth Berta & Johnathon Graham & Bradly Rivera-Muñiz, 2024. "A Bivariate Spatiotemporal Analysis of Breast Cancer and Lung Cancer Mortality and Incidence in the United States," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 391-408, Springer.
- Alessandro Fassò, 2024. "To What Extent Airborne Particulate Matters Are Influenced by Ammonia and Nitrogen Oxides?," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 409-424, Springer.
- Frank Yannick Massoda Tchoussi & Francesco Finazzi, 2024. "A Deep-Learning Approach for Reducing the Probability of False Alarms in Smartphone-Based Earthquake Early Warning Systems," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 425-440, Springer.
- Werner G. Müller & Andreas Quatember & Helmut Waldl, 2024. "When Things Get Extreme: Records and Crashes," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 441-448, Springer.
- Philipp Otto & Philipp Sibbertsen, 2024. "Spatial Autoregressive Fractionally Integrated Moving Average Model," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 449-466, Springer.
- Luca Patelli & Michela Cameletti & Natalia Golini & Rosaria Ignaccolo, 2024. "A Path in Regression Random Forest Looking for Spatial Dependence: A Taxonomy and a Systematic Review," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 467-489, Springer.
- Ulrich Rendtel & Timo Schmid, 2024. "On the Estimation of Smooth Maps from Regional Aggregates via Measurement Error Models: A Review," Springer Books, in: Sven Knoth & Yarema Okhrin & Philipp Otto (ed.), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, pages 491-509, Springer.
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