Ebook: Selected Works of Willem van Zwet
- Tags: Statistical Theory and Methods
- Series: Selected Works in Probability and Statistics
- Year: 2012
- Publisher: Springer-Verlag New York
- City: Dordrecht
- Edition: 1
- Language: English
- djvu
With this collections volume, some of the important works of Willem van Zwet are moved to the front layers of modern statistics. The selection was based on discussions with Willem, and aims at a representative sample. The result is a collection of papers that the new generations of statisticians should not be denied. They are here to stay, to enjoy and to form the basis for further research.
The papers are grouped into six themes: fundamental statistics, asymptotic theory, second-order approximations, resampling, applications, and probability. This volume serves as basic reference for fundamental statistical theory, and at the same time reveals some of its history.
The papers are grouped into six themes: fundamental statistics, asymptotic theory, second-order approximations, resampling, applications, and probability. This volume serves as basic reference for fundamental statistical theory, and at the same time reveals some of its history.
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering