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A thorough review of the most current regression methods in time series analysis Regression methods have been an integral part of time series analysis for over a century. Recently, new developments have made major strides in such areas as non-continuous data where a...
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these...
WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley...
A multi-discipline, hands-on guide to microarray analysis of biological processes Analyzing Microarray Gene Expression Data provides a comprehensive review of available methodologies for the analysis of data derived from the latest DNA microarray technologies. Designed...
The first systematic, book-length treatment of the subject. Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stresses concepts. Provides selected numerical algorithms for computing robust...
A unique introduction to the innovative methodology of statistical flowgraphs This book offers a practical, application-based approach to flowgraph models for time-to-event data. It clearly shows how this innovative new methodology can be used to analyze data from...
An accessible introduction to the use of regression analysis in the social sciences Regression with Social Data: Modeling Continuous and Limited Response Variables represents the most complete and fully integrated coverage of regression modeling currently available for...
A timely approach to downside risk and its role in stock market investments When dealing with the topic of risk analysis, most books on investments treat downside and upside risk equally. Preparing for the Worst takes an entirely novel approach by focusing on downside...
A respected introduction to biostatistics, thoroughly updated and revised The first edition of Biostatistics:A Methodology for the Health Sciences has served professionals and students alike as a leading resource for learning how to apply statistical methods to the...
While mapped data provide a common ground for discussions between the public, the media, regulatory agencies, and public health researchers, the analysis of spatially referenced data has experienced a phenomenal growth over the last two decades, thanks in part to the...
Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations. Examples and discussions in the later chapters of the book make recent developments in time series more...
At last—a social scientist's guide through the pitfalls of modern statistical computing Addressing the current deficiency in the literature on statistical methods as they apply to the social and behavioral sciences, Numerical Issues in Statistical Computing for the...
* Includes a new chapter on logistic regression.* Discusses the design and analysis of random trials.* Explores the latest applications of sample size tables.* Contains a new section on binomial distribution....
A comprehensive perspective on Weibull models The literature on Weibull models is vast, disjointed, andscattered across many different journals. Weibull Models is acomprehensive guide that integrates all the different facets ofWeibull models in a single volume. This...
A comprehensive account of economic size distributions around the world and throughout the years In the course of the past 100 years, economists and applied statisticians have developed a remarkably diverse variety of income distribution models, yet no single resource...
Balanced coverage of the methodology and theory of numerical methods in finance Numerical Methods in Finance bridges the gap between financial theory and computational practice while helping students and practitioners exploit MATLAB for financial applications. Paolo...
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