Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science

Knoth, Sven; Okhrin, Yarema; Otto, Philipp

Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science

Edited by Sven Knoth (), Yarema Okhrin () and Philipp Otto ()

in Springer Books from Springer

Date: 2024
ISBN: 978-3-031-69111-9
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Chapters in this book:

More on the Quasi-Stationary Distribution of the Shiryaev–Roberts Diffusion: Soumik Banerjee and Aleksey S. Polunchenko
CUSUM Schemes for Stationary and Nonstationary Gaussian Processes: Olha Bodnar and Taras Bodnar
Distribution-Free Multivariate Phase I Shewhart Control Charts: Analysis, Comparisons and Recommendations: Giovanna Capizzi and Guido Masarotto
Quick Detection Updating Variable Life-Adjusted Display: Fah Fatt Gan, Hui Qin Tan, Su-Fen Yang and Rushan Abeygunawardana
Monitoring Complex Segmented Streams of Data Using Bootstrap Control Charts: Olgierd Hryniewicz and Katarzyna Kaczmarek-Majer
Some Stylized Facts of the Conditional Expected Delay (CED): Sven Knoth
Stochastic Ordering in the Performance Analysis of Control Charts for Binomial AR(1) Processes: Manuel Cabral Morais
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: Ugur Murat, Murat Caner Testik and Christian H. Weiß
Control Charts for Poisson Counts Based on the Stein–Chen Identity: Christian H. Weiß
Misguided Statistical Process Monitoring Approaches: William H. Woodall, Nesma A. Saleh, Mahmoud A. Mahmoud, Víctor G. Tercero-Gómez and Sven Knoth
The Empirical Similarity Approach for Combining Predictions of Portfolio Weights: Jamol Bahromov, Vasyl Golosnoy and Yarema Okhrin
Linear Shrinkage-Based Hypothesis Test for Large-Dimensional Covariance Matrix: Taras Bodnar, Nestor Parolya and Frederik Veldman
Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix: Taras Bodnar, Stepan Mazur and Hoang Nguyen
Shrinkage Estimation of the Intercept Parameter in Linear Regression: Nahla Elbassouni, Thomas Holgersson and Stepan Mazur
Intergenerational Social Mobility in the United States: A Multivariate Analysis Using Distributional Regression: Alexander März, Nadja Klein, Thomas Kneib and Oliver Mußhoff
Can We Give the Maximum Sharpe Ratio Portfolio a Chance?: Winfried Pohlmeier and Ekaterina Kazak
On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks: Ansgar Steland
A Bivariate Spatiotemporal Analysis of Breast Cancer and Lung Cancer Mortality and Incidence in the United States: Raid Amin, Elizabeth Berta, Johnathon Graham and Bradly Rivera-Muñiz
To What Extent Airborne Particulate Matters Are Influenced by Ammonia and Nitrogen Oxides?: Alessandro Fassò
A Deep-Learning Approach for Reducing the Probability of False Alarms in Smartphone-Based Earthquake Early Warning Systems: Frank Yannick Massoda Tchoussi and Francesco Finazzi
When Things Get Extreme: Records and Crashes: Werner Müller, Andreas Quatember and Helmut Waldl
Spatial Autoregressive Fractionally Integrated Moving Average Model: Philipp Otto and Philipp Sibbertsen
A Path in Regression Random Forest Looking for Spatial Dependence: A Taxonomy and a Systematic Review: Luca Patelli, Michela Cameletti, Natalia Golini and Rosaria Ignaccolo
On the Estimation of Smooth Maps from Regional Aggregates via Measurement Error Models: A Review: Ulrich Rendtel and Timo Schmid

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DOI: 10.1007/978-3-031-69111-9

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