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Markus Dick analysiert den Verkauf ausgefallener Kredite (NPL) aus Sicht der Verkäufer. Er geht den Fragen nach, warum Banken NPL verkaufen bzw. mit welchen Problembereichen sie dabei konfrontiert sind und wie der Kapitalmarkt auf den Verkauf reagiert.
The minisymposium "Parametric and Non-Parametric Methods of Data Analysis at Multiscale Modeling" provided an opportunity to exchange ideas and experiences at the crossroads of three disciplines: materials science, image analysis and statistical data analysis, where new research possibilities have appeared with the rapid development of computer hardware: an increase in the processing speed and the size of the memory available - there has been a rapid development of data analysis methods that were previously not possible to use in practice due to the required computing power. The minisymposium was organized as part of the WCCM 2014, 11th World Congress on Computational Mechanics, which was held in Barcelona, Spain on 20-25 July, 2014.
This book discusses the fitting of parametric statistical models to data samples. Emphasis is placed on: (i) how to recognize situations where the problem is non-standard when parameter estimates behave unusually, and (ii) the use of parametric bootstrap resampling methods in analyzing such problems. A frequentist likelihood-based viewpoint is adopted, for which there is a well-established and very practical theory. The standard situation is where certain widely applicable regularity conditions hold. However, there are many apparently innocuous situations where standard theory breaks down, sometimes spectacularly. Most of the departures from regularity are described geometrically, with only sufficient mathematical detail to clarify the non-standard nature of a problem and to allow formulation of practical solutions. The book is intended for anyone with a basic knowledge of statistical methods, as is typically covered in a university statistical inference course, wishing to understand or study how standard methodology might fail. Easy to understand statistical methods are presented which overcome these difficulties, and demonstrated by detailed examples drawn from real applications. Simple and practical model-building is an underlying theme. Parametric bootstrap resampling is used throughout for analyzing the properties of fitted models, illustrating its ease of implementation even in non-standard situations. Distributional properties are obtained numerically for estimators or statistics not previously considered in the literature because their theoretical distributional properties are too hard to obtain theoretically. Bootstrap results are presented mainly graphically in the book, providing an accessible demonstration of the sampling behaviour of estimators.
The relay feedback test (RFT) has become a popular and efficient in process identification and automatic controller tuning. Non-parametric Tuning of PID Controllers couples new modifications of classical RFT with application-specific optimal tuning rules to form a non-parametric method of test-and-tuning. Test and tuning are coordinated through a set of common parameters so that a PID controller can obtain the desired gain or phase margins in a system exactly, even with unknown process dynamics. The concept of process-specific optimal tuning rules in the nonparametric setup, with corresponding tuning rules for flow, level pressure, and temperature control loops is presented in the text. Common problems of tuning accuracy based on parametric and non-parametric approaches are addressed. In addition, the text treats the parametric approach to tuning based on the modified RFT approach and the exact model of oscillations in the system under test using the locus of a perturbedrelay system (LPRS) method. Industrial loop tuning for distributed control systems using modified RFT is also described. Many of the problems of tuning rules optimization and identification with modified RFT are accompanied by MATLAB® code, downloadable from http://extras.springer.com/978-1-4471-4464-9 to allow the reader to duplicate the results. Non-parametric Tuning of PID Controllers is written for readers with previous knowledge of linear control and will be of interest to academic control researchers and graduate students and to practitioners working in a variety of chemical- mechanical- and process-engineering-related industries.
Non-Parametric Statistical Diagnosis
