الصفحة 1
الصفحة 1
Statistical Methods for Environmental Epidemiology with R : A Case Study in Air Pollution and Health
Advances in statistical methodology and computing have played an important role in allowing researchers to more accurately assess the health effects of ambient air pollution. The methods and software developed in this area are applicable to a wide array of problems in environmental epidemiology. This book provides an overview of the methods used for investigating the health effects of air pollution and gives examples and case studies in R which demonstrate the application of those methods to real data. The book will be useful to statisticians, epidemiologists, and graduate students working in the area of air pollution and health and others analyzing similar data.
Semiparametric Theory and Missing Data
Combines much of what is known in regard to the theory of estimation for semiparametric models with missing data in an organized and comprehensive manner. It starts with the study of semiparametric methods when there are no missing data. The description of the theory of estimation for semiparametric models is at a level that is both rigorous and intuitive, relying on geometric ideas to reinforce the intuition and understanding of the theory. These methods are then applied to problems with missing, censored, and coarsened data with the goal of deriving estimators that are as robust and efficient as possible.
Semiparametric Modeling of Implied Volatility
Fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. The book introduces Nadaraya-Watson, local polynomial and least squares kernel smoothing, and dimension reduction methods such as common principle components, functional principle components models and dynamic semiparametric factor models. Throughout, most methods are illustrated with empirical investigations, simulations and pictures.
