Catálogo de publicaciones - libros
Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming H.M. Soner
Second Edition.
Resumen/Descripción – provisto por la editorial
No disponible.
Palabras clave – provistas por la editorial
No disponibles.
Disponibilidad
Institución detectada | Año de publicación | Navegá | Descargá | Solicitá |
---|---|---|---|---|
No detectada | 2006 | SpringerLink |
Información
Tipo de recurso:
libros
ISBN impreso
978-0-387-26045-7
ISBN electrónico
978-0-387-31071-8
Editor responsable
Springer Nature
País de edición
Reino Unido
Fecha de publicación
2006
Información sobre derechos de publicación
© Springer Science+Business Media, Inc. 2006
Cobertura temática
Tabla de contenidos
Deterministic Optimal Control
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 1-55
Viscosity Solutions
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 57-117
Optimal Control of Markov Processes: Classical Solutions
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 119-149
Controlled Markov Diffusions in
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 151-198
Viscosity Solutions: Second-Order Case
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 199-226
Logarithmic Transformations and Risk Sensitivity
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 227-259
Singular Perturbations
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 261-292
Singular Stochastic Control
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 293-320
Finite Difference Numerical Approximations
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 321-346
Applications to Finance
Wendell H. Fleming; H.M. Soner
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. This procedure combines a dimension-reduction step (based on sliced inverse regression) and kernel estimation of conditional quantiles step. The usefulness of this semiparametric estimation procedure is illustrated on a simulated data set and on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.
Pp. 347-373