## Analytical Methods in Statistics: AMISTAT, Prague, November 2015Jaromír Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta This volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015. |

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### Contents

1 | |

Asymptotic Analysis of Iterated 1Step HuberSkip MEstimators with Varying CutOffs | 23 |

Regression Quantile and Averaged Regression Quantile Processes | 53 |

Stability and HeavyTailness | 63 |

Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory | 73 |

Testing Shape Constraints in Lasso Regularized Joinpoint Regression | 105 |

On Existence of Explicit Asymptotically Normal Estimators in Nonlinear Regression Problems | 159 |

On the Behavior of the Risk of a LASSOType Estimator | 188 |

### Other editions - View all

Analytical Methods in Statistics: AMISTAT, Prague, November 2015 Jaromír Antoch,Jana Jurecková,Matúš Maciak,Michal Pešta No preview available - 2017 |

Analytical Methods in Statistics: Amistat, Prague, November 2015 Jaromir Antoch,Jana Jurečkova,Matus Maciak No preview available - 2019 |

Analytical Methods in Statistics: AMISTAT, Prague, November 2015 Jaromír Antoch,Jana Jurečková,Matúš Maciak,Michal Pešta No preview available - 2017 |