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How Computational Statistics Became the Backbone of Modern Data Science

Author

Listed:
  • James E. Gentle
  • Wolfgang Karl Härdle
  • Yuichi Mori

Abstract

This first chapter serves as an introduction and overview for a collection of articles surveying the current state of the science of computational statistics. Earlier versions of most of these articles appeared in the first edition of Handbook of Computational Statistics: Concepts and Methods, published in 2004. There have been advances in all of the areas of computational statistics, so we feel that it is time to revise and update this Handbook. This introduction is a revision of the introductory chapter of the first edition.

Suggested Citation

  • James E. Gentle & Wolfgang Karl Härdle & Yuichi Mori, 2011. "How Computational Statistics Became the Backbone of Modern Data Science," SFB 649 Discussion Papers SFB649DP2011-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Handle: RePEc:hum:wpaper:sfb649dp2011-020
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    References listed on IDEAS

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    1. Beresford, Alastair R. & Kübler, Dorothea & Preibusch, Sören, 2012. "Unwillingness to pay for privacy: A field experiment," Economics Letters, Elsevier, vol. 117(1), pages 25-27.
    2. Wolfgang Karl Hardle and Maria Osipenko, 2012. "Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    3. Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2013. "Oracally Efficient Two-Step Estimation of Generalized Additive Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 619-631, June.
    4. Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012. "Difference based ridge and Liu type estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
    5. Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
    6. Fehr, Dietmar & Schmid, Julia, 2014. "Exclusion in the all-pay auction: An experimental investigation," Discussion Papers, Research Unit: Market Behavior SP II 2014-206, Social Science Research Center Berlin (WZB).
    7. Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2016. "Localizing Temperature Risk," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1491-1508, October.
    8. Shuzhuan Zheng & Lijian Yang & Wolfgang Karl Härdle, 2011. "A Confidence Corridor for Sparse Longitudinal Data Curves," SFB 649 Discussion Papers SFB649DP2011-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    9. Dirk Hofmann & Salmai Qari, 2011. "The Law of Attraction: Bilateral Search and Horizontal Heterogeneity," SFB 649 Discussion Papers SFB649DP2011-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    10. Lu Lin & Feng Li & Lixing Zhu & Wolfgang Karl Härdle, 2011. "Mean Volatility Regressions," SFB 649 Discussion Papers SFB649DP2011-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    11. Esra Akdeniz Duran & Mengmeng Guo & Wolfgang Karl Härdle, 2011. "A Confidence Corridor for Expectile Functions," SFB 649 Discussion Papers SFB649DP2011-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    12. Mechtenberg, Lydia & Münster, Johannes, 2012. "A strategic mediator who is biased in the same direction as the expert can improve information transmission," Economics Letters, Elsevier, vol. 117(2), pages 490-492.
    13. Alexander Meyer-Gohde, 2011. "Sticky Information and Determinacy," SFB 649 Discussion Papers SFB649DP2011-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    14. Xiaoliang Liu & Wei Xu & Martin Odening, 2011. "Can crop yield risk be globally diversified?," SFB 649 Discussion Papers SFB649DP2011-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    15. Wolfgang Karl Härdle & Vladimir Spokoiny & Weining Wang, 2011. "Local Quantile Regression," SFB 649 Discussion Papers SFB649DP2011-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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    More about this item

    Keywords

    Discrete time series models; continuous time diffusion models; models with jumps; stochastic volatility; GARCH;

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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