Gentle, James E. 1943
Overview
Works:  39 works in 248 publications in 2 languages and 5,421 library holdings 

Genres:  Conference papers and proceedings Handbooks and manuals 
Roles:  Author, Editor 
Publication Timeline
.
Most widely held works by
James E Gentle
Random number generation and Monte Carlo methods by
James E Gentle(
Book
)
41 editions published between 1998 and 2010 in English and German and held by 947 WorldCat member libraries worldwide
Monte Carlo simulation has become an important tool in all fields of science. Simulation methodology relies on a source of numbers that appear to be random. This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation
41 editions published between 1998 and 2010 in English and German and held by 947 WorldCat member libraries worldwide
Monte Carlo simulation has become an important tool in all fields of science. Simulation methodology relies on a source of numbers that appear to be random. This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation
Elements of computational statistics by
James E Gentle(
)
28 editions published between 2002 and 2011 in English and held by 809 WorldCat member libraries worldwide
This book describes techniques used in computational statistics and considers some of the areas of applications, such as density estimation and model building, in which computationally intensive methods are useful. In computational statistics, computation is viewed as an instrument of discovery; the role of the computer is not just to store data, perform computations, and produce graphs and tables, but additionally to suggest to the scientist alternative models and theories. Another characteristic of computational statistics is the computational intensity of the methods; even for datasets of medium size, high performance computers are required to perform the computations. Graphical displays and visualization methods are usually integral features of computational statistics
28 editions published between 2002 and 2011 in English and held by 809 WorldCat member libraries worldwide
This book describes techniques used in computational statistics and considers some of the areas of applications, such as density estimation and model building, in which computationally intensive methods are useful. In computational statistics, computation is viewed as an instrument of discovery; the role of the computer is not just to store data, perform computations, and produce graphs and tables, but additionally to suggest to the scientist alternative models and theories. Another characteristic of computational statistics is the computational intensity of the methods; even for datasets of medium size, high performance computers are required to perform the computations. Graphical displays and visualization methods are usually integral features of computational statistics
Matrix algebra : theory, computations, and applications in statistics by
James E Gentle(
)
32 editions published between 2007 and 2017 in English and German and held by 796 WorldCat member libraries worldwide
"The first part of this book presents the relevant aspects of the theory of matrix algebra for applications in statistics. This part begins with the fundamental concepts of vectors and vector spaces, next covers the basic algebraic properties of matrices, then describes the analytic properties of vectors and matrices in the multivariate calculus, and finally discusses operations on matrices in solutions of linear systems and in eigenanalysis. This part is essentially self contained."Jacket
32 editions published between 2007 and 2017 in English and German and held by 796 WorldCat member libraries worldwide
"The first part of this book presents the relevant aspects of the theory of matrix algebra for applications in statistics. This part begins with the fundamental concepts of vectors and vector spaces, next covers the basic algebraic properties of matrices, then describes the analytic properties of vectors and matrices in the multivariate calculus, and finally discusses operations on matrices in solutions of linear systems and in eigenanalysis. This part is essentially self contained."Jacket
Handbook of computational statistics : concepts and methods by
James E Gentle(
)
31 editions published between 2004 and 2017 in English and held by 667 WorldCat member libraries worldwide
Esta obra enfatiza la necesidad de algoritmos numéricos, plantea alguna de las metodologías básicas para la transformación, matenimiento y tratamiento gráfico de bases de datos; también enfatiza la metodología estadística em procedimientos de simulación y visualización de datos multivariables y muestra la aplicación de la estadistica computacional en campos como la Bioinformática, las finanzas y la radiología
31 editions published between 2004 and 2017 in English and held by 667 WorldCat member libraries worldwide
Esta obra enfatiza la necesidad de algoritmos numéricos, plantea alguna de las metodologías básicas para la transformación, matenimiento y tratamiento gráfico de bases de datos; también enfatiza la metodología estadística em procedimientos de simulación y visualización de datos multivariables y muestra la aplicación de la estadistica computacional en campos como la Bioinformática, las finanzas y la radiología
Statistical computing by
William J Kennedy(
Book
)
16 editions published between 1980 and 2018 in English and Undetermined and held by 587 WorldCat member libraries worldwide
Computer organization; Error in floatingpoint computation; Programming and statistical software; Approximating probabilities; and percentage points in selected probability distributions; Random Numbers; Gemeration, tests and applications; selected computational methods in linear algebra; Computational methods for multiple linear regression analysis; Computational methods for cvlassification models; Umconstrained optimization and nonlinear regression; Model fitting based on criteria other tton least squares; Selected multivariate methods
16 editions published between 1980 and 2018 in English and Undetermined and held by 587 WorldCat member libraries worldwide
Computer organization; Error in floatingpoint computation; Programming and statistical software; Approximating probabilities; and percentage points in selected probability distributions; Random Numbers; Gemeration, tests and applications; selected computational methods in linear algebra; Computational methods for multiple linear regression analysis; Computational methods for cvlassification models; Umconstrained optimization and nonlinear regression; Model fitting based on criteria other tton least squares; Selected multivariate methods
Computational statistics by
James E Gentle(
)
22 editions published between 2002 and 2010 in English and Undetermined and held by 562 WorldCat member libraries worldwide
"This book began as a revision of 'Elements of Computational Statistics, published ... in 2002 ... The present book includes most of the topics from 'Elements' ... The emphasis is still on computationallyintensive statistical methods, but there is a substantial portion on the numerical methods supporting the statistical applications"Preface
22 editions published between 2002 and 2010 in English and Undetermined and held by 562 WorldCat member libraries worldwide
"This book began as a revision of 'Elements of Computational Statistics, published ... in 2002 ... The present book includes most of the topics from 'Elements' ... The emphasis is still on computationallyintensive statistical methods, but there is a substantial portion on the numerical methods supporting the statistical applications"Preface
Handbook of Computational Finance by
JinChuan Duan(
)
18 editions published between 2011 and 2012 in English and held by 428 WorldCat member libraries worldwide
Anything that is openly traded has a market price that may be more or less than its ""fair"" price. For shares of corporate stock, the fair price is likely to be some complicated function of the intrinsic current value (or ""book"" value) of identifiable assets owned by the company, the expected rate of growth, future dividends, and other factors. Some of these factors that affect the price can be measured at the time of a stock transaction, or at least within a relatively narrow time window that includes the time of the transaction. Most factors, however, relate to expectations about the futu
18 editions published between 2011 and 2012 in English and held by 428 WorldCat member libraries worldwide
Anything that is openly traded has a market price that may be more or less than its ""fair"" price. For shares of corporate stock, the fair price is likely to be some complicated function of the intrinsic current value (or ""book"" value) of identifiable assets owned by the company, the expected rate of growth, future dividends, and other factors. Some of these factors that affect the price can be measured at the time of a stock transaction, or at least within a relatively narrow time window that includes the time of the transaction. Most factors, however, relate to expectations about the futu
Numerical linear algebra for applications in statistics by
James E Gentle(
Book
)
14 editions published in 1998 in English and held by 358 WorldCat member libraries worldwide
"Numerical linear algebra is one of the most important subjects in the field of statistical computing. Statistical methods in many areas of application require computations with vectors and matrices. This book describes accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Although the book is not tied to any particular software system, it describes and gives examples of the use of modern computer software for numerical linear algebra."Jacket
14 editions published in 1998 in English and held by 358 WorldCat member libraries worldwide
"Numerical linear algebra is one of the most important subjects in the field of statistical computing. Statistical methods in many areas of application require computations with vectors and matrices. This book describes accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Although the book is not tied to any particular software system, it describes and gives examples of the use of modern computer software for numerical linear algebra."Jacket
Computer science and statistics : proceedings of the Fifteenth Symposium on the Interface, Houston, Texas, March 1983 by
Symposium on the Interface(
Book
)
8 editions published in 1983 in English and held by 166 WorldCat member libraries worldwide
8 editions published in 1983 in English and held by 166 WorldCat member libraries worldwide
Handbook of computational statistics : concepts and methods ; with 76 tables(
Book
)
3 editions published between 2004 and 2012 in English and German and held by 36 WorldCat member libraries worldwide
3 editions published between 2004 and 2012 in English and German and held by 36 WorldCat member libraries worldwide
Matrix Algebra Theory, Computations, and Applications in Statistics by
James E Gentle(
)
5 editions published in 2007 in English and Undetermined and held by 21 WorldCat member libraries worldwide
Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. The first part of this book presents the relevant aspects of the theory of matrix algebra for applications in statistics. This part begins with the fundamental concepts of vectors and vector spaces, next covers the basic algebraic properties of matrices, then describes the analytic properties of vectors and matrices in the multivariate calculus, and finally discusses operations on matrices in solutions of linear systems and in eigenanalysis. This part is essentially selfcontained. The second part of the book begins with a consideration of various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. The second part also describes some of the many applications of matrix theory in statistics, including linear models, multivariate analysis, and stochastic processes. The brief coverage in this part illustrates the matrix theory developed in the first part of the book. The first two parts of the book can be used as the text for a course in matrix algebra for statistics students, or as a supplementary text for various courses in linear models or multivariate statistics. The third part of this book covers numerical linear algebra. It begins with a discussion of the basics of numerical computations, and then describes accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Although the book is not tied to any particular software system, it describes and gives examples of the use of modern computer software for numerical linear algebra. This part is essentially selfcontained, although it assumes some ability to program in Fortran or C and/or the ability to use R/SPlus or Matlab. This part of the book can be used as the text for a course in statistical computing, or as a supplementary text for various courses that emphasize computations. The book includes a large number of exercises with some solutions provided in an appendix. James E. Gentle is University Professor of Computational Statistics at George Mason University. He is a Fellow of the American Statistical Association (ASA) and of the American Association for the Advancement of Science. He has held several national offices in the ASA and has served as associate editor of journals of the ASA as well as for other journals in statistics and computing. He is author of Random Number Generation and Monte Carlo Methods, Second Edition, and Elements of Computational Statistics
5 editions published in 2007 in English and Undetermined and held by 21 WorldCat member libraries worldwide
Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. The first part of this book presents the relevant aspects of the theory of matrix algebra for applications in statistics. This part begins with the fundamental concepts of vectors and vector spaces, next covers the basic algebraic properties of matrices, then describes the analytic properties of vectors and matrices in the multivariate calculus, and finally discusses operations on matrices in solutions of linear systems and in eigenanalysis. This part is essentially selfcontained. The second part of the book begins with a consideration of various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. The second part also describes some of the many applications of matrix theory in statistics, including linear models, multivariate analysis, and stochastic processes. The brief coverage in this part illustrates the matrix theory developed in the first part of the book. The first two parts of the book can be used as the text for a course in matrix algebra for statistics students, or as a supplementary text for various courses in linear models or multivariate statistics. The third part of this book covers numerical linear algebra. It begins with a discussion of the basics of numerical computations, and then describes accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Although the book is not tied to any particular software system, it describes and gives examples of the use of modern computer software for numerical linear algebra. This part is essentially selfcontained, although it assumes some ability to program in Fortran or C and/or the ability to use R/SPlus or Matlab. This part of the book can be used as the text for a course in statistical computing, or as a supplementary text for various courses that emphasize computations. The book includes a large number of exercises with some solutions provided in an appendix. James E. Gentle is University Professor of Computational Statistics at George Mason University. He is a Fellow of the American Statistical Association (ASA) and of the American Association for the Advancement of Science. He has held several national offices in the ASA and has served as associate editor of journals of the ASA as well as for other journals in statistics and computing. He is author of Random Number Generation and Monte Carlo Methods, Second Edition, and Elements of Computational Statistics
Statistical computing by
William J Kennedy(
Book
)
1 edition published in 1980 in English and held by 16 WorldCat member libraries worldwide
1 edition published in 1980 in English and held by 16 WorldCat member libraries worldwide
Handbook of computational statistics : concepts and methods(
Book
)
1 edition published in 2012 in English and held by 10 WorldCat member libraries worldwide
1 edition published in 2012 in English and held by 10 WorldCat member libraries worldwide
Computer Science and Statistics : proceedings of the 14th Symposium on the Interface by Computer Science and Statistics: Symposium on the Interface(
Book
)
3 editions published between 1981 and 1983 in English and held by 6 WorldCat member libraries worldwide
3 editions published between 1981 and 1983 in English and held by 6 WorldCat member libraries worldwide
Foundations of computational science by
James E Gentle(
Book
)
1 edition published in 2007 in English and held by 5 WorldCat member libraries worldwide
1 edition published in 2007 in English and held by 5 WorldCat member libraries worldwide
Optimization methods for applications in statistics by
James E Gentle(
Book
)
1 edition published in 2006 in English and held by 4 WorldCat member libraries worldwide
1 edition published in 2006 in English and held by 4 WorldCat member libraries worldwide
How computational statistics became the backbone of modern data science by
James E Gentle(
)
1 edition published in 2011 in English and held by 2 WorldCat member libraries worldwide
 Discrete time series models ; continuous time diffusion models ; models with jumps ; stochastic volatility ; GARCH
1 edition published in 2011 in English and held by 2 WorldCat member libraries worldwide
 Discrete time series models ; continuous time diffusion models ; models with jumps ; stochastic volatility ; GARCH
Modeling asset prices by
James E Gentle(
)
1 edition published in 2010 in English and held by 2 WorldCat member libraries worldwide
As an asset is traded, its varying prices trace out an interesting time series. The price, at least in a general way, reflects some underlying value of the asset. For most basic assets, realistic models of value must involve many variables relating not only to the individual asset, but also to the asset class, the industrial sector(s) of the asset, and both the local economy and the general global economic conditions. Rather than attempting to model the value, we will confine our interest to modeling the price. The underlying assumption is that the price at which an asset trades is a "fair market price" that reflects the actual value of the asset. Our initial interest is in models of the price of a basic asset, that is, not the price of a derivative asset. Usually instead of the price itself, we consider the relative change in price, that is, the rate of return, over some interval of time. The purpose of asset pricing models is not for prediction of future prices; rather the purpose is to provide a description of the stochastic behavior of prices. Models of price changes have a number of uses, including, for investors, optimal construction of portfolios of assets and, for market regulators, maintaining a fair and orderly market. A major motivation for developing models of price changes of given assets is to use those models to develop models of fair value of derivative assets that depend on the given assets.  Discrete time series models ; continuous time diffusion models ; models with jumps ; stochastic volatility ; GARCH
1 edition published in 2010 in English and held by 2 WorldCat member libraries worldwide
As an asset is traded, its varying prices trace out an interesting time series. The price, at least in a general way, reflects some underlying value of the asset. For most basic assets, realistic models of value must involve many variables relating not only to the individual asset, but also to the asset class, the industrial sector(s) of the asset, and both the local economy and the general global economic conditions. Rather than attempting to model the value, we will confine our interest to modeling the price. The underlying assumption is that the price at which an asset trades is a "fair market price" that reflects the actual value of the asset. Our initial interest is in models of the price of a basic asset, that is, not the price of a derivative asset. Usually instead of the price itself, we consider the relative change in price, that is, the rate of return, over some interval of time. The purpose of asset pricing models is not for prediction of future prices; rather the purpose is to provide a description of the stochastic behavior of prices. Models of price changes have a number of uses, including, for investors, optimal construction of portfolios of assets and, for market regulators, maintaining a fair and orderly market. A major motivation for developing models of price changes of given assets is to use those models to develop models of fair value of derivative assets that depend on the given assets.  Discrete time series models ; continuous time diffusion models ; models with jumps ; stochastic volatility ; GARCH
The middle years of the interface by
Lynne Billard(
)
1 edition published in 1993 in English and held by 1 WorldCat member library worldwide
1 edition published in 1993 in English and held by 1 WorldCat member library worldwide
Multicriteria optimization in sampling design by
James E Gentle(
)
1 edition published in 1996 in English and held by 1 WorldCat member library worldwide
1 edition published in 1996 in English and held by 1 WorldCat member library worldwide
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Related Identities
 Härdle, Wolfgang Editor
 Mori, Yuichi Editor
 Kennedy, William J. (William Jo) 1936 Author
 Duan, JinChuan Author Editor
 Springer International Publishing AG Publisher
 Kennedy, William J. Jr Author
 Symposium on the Interface
 Sposito, V. A. Author
 Symposium on the Interface (15, 1983, Houston, Tex.)
 Springer Science+Business Media Publisher
Associated Subjects
Algebra Algebras, Linear Business mathematics Computational intelligence Computer science Computer scienceMathematics Computer simulation Data mining Economics Electronic data processing Engineering Engineering mathematics FinanceMathematical models Financial engineering Linear models (Statistics) Mathematical optimization Mathematical statistics Mathematical statisticsData processing Mathematics MathematicsData processing Matrices Monte Carlo method Numerical analysis Random number generators Statistics StatisticsData processing