Stochastic processes are widely used for model building in the social, physical, engineering
and life sciences as well as in financial economics. In model building, statistical inference for …

This book describes the new generation of discrete choice methods, focusing on the many
advances that are made possible by simulation. Researchers use these statistical methods …

" This book is... clear and well-written... anyone with any interest in the basis of quantitative
analysis simply must read this book.... well-written, with a wealth of explanation..."--Dougal …

Since our first edition of this book, many developments in statistical mod elling based on
generalized linear models have been published, and our primary aim is to bring the book up …

Chapters 3–6 were concerned with the asymptotic performance of statistical estimation and
testing procedures, and with the comparison of alternative procedures. In this last chapter …

A Course in Large Sample Theory is presented in four parts. The first treats basic
probabilistic notions, the second features the basic statistical tools for expanding the theory …

This volume is the second edition of a work that presents a coherent introduction to the
subject of asymptotic statistics as it has developed in the past 50 years. The second edition …

This book gives an introduction to basic concepts and methods in mathematical risk
analysis, in particular to those parts of risk theory which are of particular relevance in finance …

The explosive development of information science and technology puts in new problems
involving statistical data analysis. These problems result from higher re quirements …

In this paper, we use the cumulative distribution of a random variable to define its
information content and thereby develop an alternative measure of uncertainty that extends …