Catálogo de publicaciones - libros
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
Estela Bee Dagum Pierre A. Cholette
Resumen/Descripción – provisto por la editorial
No disponible.
Palabras clave – provistas por la editorial
Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Statistical Theory and Methods
Disponibilidad
Institución detectada | Año de publicación | Navegá | Descargá | Solicitá |
---|---|---|---|---|
No detectada | 2006 | SpringerLink |
Información
Tipo de recurso:
libros
ISBN impreso
978-0-387-31102-9
ISBN electrónico
978-0-387-35439-2
Editor responsable
Springer Nature
País de edición
Reino Unido
Fecha de publicación
2006
Información sobre derechos de publicación
© Springer Science+Business Media, LLC 2006
Cobertura temática
Tabla de contenidos
Introduction
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 1-13
The Components of Time Series
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 15-50
The Cholette-Dagum Regression-Based Benchmarking Method — The Additive Model
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 51-84
Covariance Matrices for Benchmarking and Reconciliation Methods
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 85-112
The Cholette-Dagum Regression-Based Benchmarking Method - The Multiplicative Model
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 113-133
The Denton Method and its Variants
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 135-158
Temporal Distribution, Interpolation and Extrapolation
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 159-191
Signal Extraction and Benchmarking
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 193-208
Calendarization
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 209-234
A Unified Regression-Based Framework for Signal Extraction, Benchmarking and Interpolation
Estela Bee Dagum; Pierre A. Cholette
In Chapters 7 and 8we invested a good deal of time and energy in developing the many results we need from differential geometry. The time has now come to begin to reap the benefits of our investment, while at the same time developing some themes a little further for later exploitation. This chapter focuses on the celebrated volume-of-tubes formula of Wey1 [73, 168], which expresses the Lebesgue volume of a tube of radius ρ around a set embedded in ℝ or S(ℝ{sl}) in terms of the radius of the tube1 and the Lipschitz–Killing curvatures of (see Theorem 10.5.6). It is an interesting fact, particularly in view of the fact that this is a book about probability that is claimed to have applications to statistics, and despite the fact thatWeyl’s formula is today the basis of a large literature in geometry, that the origins of the volume-of-tubes formulas were inspired by a statistical problem. This problem, along with its solution due to Hotelling [79], were related to regression analysis and involved the one-dimensional volume-of-tubes problem on a sphere, not unrelated to the computation we shall do in a moment.
Pp. 235-261