Asymptotic Statistics

Asymptotic Statistics PDF
Author: A. W. van der Vaart
Publisher: Cambridge University Press
ISBN: 9780521784504
Category : Mathematics
Languages : en
Pages : 443

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Asymptotic Statistics

by A. W. van der Vaart, Asymptotic Statistics Books available in PDF, EPUB, Mobi Format. Download Asymptotic Statistics books, This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master's level statistics text, this book will also give researchers an overview of research in asymptotic statistics.



Asymptotic Statistics

Asymptotic Statistics PDF
Author: Reinhard Höpfner
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110367785
Category : Mathematics
Languages : en
Pages : 286

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Asymptotic Statistics

by Reinhard Höpfner, Asymptotic Statistics Books available in PDF, EPUB, Mobi Format. Download Asymptotic Statistics books, This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes. The book can be read in different ways, according to possibly different mathematical preferences of the reader. One reader may focus on the statistical theory, and thus on the chapters about Gaussian shift models, mixed normal and quadratic models, and on local asymptotics where the limit model is a Gaussian shift or a mixed normal or a quadratic experiment (LAN, LAMN, LAQ). Another reader may prefer an introduction to stochastic process models where given statistical results apply, and thus concentrate on subsections or chapters on likelihood ratio processes and some diffusion type models where LAN, LAMN or LAQ occurs. Finally, readers might put together both aspects. The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area.



Asymptotic Statistics

Asymptotic Statistics PDF
Author: Manfred Denker
Publisher: Birkhäuser
ISBN: 3034892543
Category : Juvenile Nonfiction
Languages : en
Pages : 122

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Asymptotic Statistics

by Manfred Denker, Asymptotic Statistics Books available in PDF, EPUB, Mobi Format. Download Asymptotic Statistics books, These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 {sect}1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P. := J II x lis Q(dx)



Asymptotics In Statistics

Asymptotics in Statistics PDF
Author: Lucien Le Cam
Publisher: Springer Science & Business Media
ISBN: 1461211662
Category : Mathematics
Languages : en
Pages : 287

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Asymptotics In Statistics

by Lucien Le Cam, Asymptotics In Statistics Books available in PDF, EPUB, Mobi Format. Download Asymptotics In Statistics books, This is the second edition of a coherent introduction to the subject of asymptotic statistics as it has developed over the past 50 years. It differs from the first edition in that it is now more 'reader friendly' and also includes a new chapter on Gaussian and Poisson experiments, reflecting their growing role in the field. Most of the subsequent chapters have been entirely rewritten and the nonparametrics of Chapter 7 have been amplified. The volume is not intended to replace monographs on specialized subjects, but will help to place them in a coherent perspective. It thus represents a link between traditional material - such as maximum likelihood, and Wald's Theory of Statistical Decision Functions -- together with comparison and distances for experiments. Much of the material has been taught in a second year graduate course at Berkeley for 30 years.



Asymptotic Statistics

Asymptotic Statistics PDF
Author: Petr Mandl
Publisher: Springer Science & Business Media
ISBN: 3642579841
Category : Mathematics
Languages : en
Pages : 474

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Asymptotic Statistics

by Petr Mandl, Asymptotic Statistics Books available in PDF, EPUB, Mobi Format. Download Asymptotic Statistics books, In particular up-to-date-information is presented in detection of systematic changes, in series of observation, in robust regression analysis, in numerical empirical processes and in related areas of actuarial sciences.



Robust Asymptotic Statistics

Robust Asymptotic Statistics PDF
Author: Helmut Rieder
Publisher: Springer Science & Business Media
ISBN: 1468406248
Category : Mathematics
Languages : en
Pages : 390

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Robust Asymptotic Statistics

by Helmut Rieder, Robust Asymptotic Statistics Books available in PDF, EPUB, Mobi Format. Download Robust Asymptotic Statistics books, 1 To the king, my lord, from your servant Balasi : 2 ... The king should have a look. Maybe the scribe who reads to the king did not understand . . . . shall I personally show, with this tablet that I am sending to the king, my lord, how the omen was written. 3 Really, he who has not followed the text with his finger cannot possibly understand it. This book is about optimally robust functionals and their unbiased esti mators and tests. Functionals extend the parameter of the assumed ideal center model to neighborhoods of this model that contain the actual distri bution. The two principal questions are (F): Which functional to choose? and (P): Which statistical procedure to use for the selected functional? Using a local asymptotic framework, we deal with both problems by linking up nonparametric statistical optimality with infinitesimal robust ness criteria. Thus, seemingly separate developments in robust statistics are presented in a unifying way.



Proceedings Of The Second Prague Symposium On Asymptotic Statistics 21 25 August 1978

Proceedings of the Second Prague Symposium on Asymptotic Statistics  21 25  August  1978 PDF
Author: Prague Symposium on Asymptotic Statistics
Publisher: Elsevier Science Limited
ISBN:
Category : Mathematics
Languages : en
Pages : 340

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Proceedings Of The Second Prague Symposium On Asymptotic Statistics 21 25 August 1978

by Prague Symposium on Asymptotic Statistics, Proceedings Of The Second Prague Symposium On Asymptotic Statistics 21 25 August 1978 Books available in PDF, EPUB, Mobi Format. Download Proceedings Of The Second Prague Symposium On Asymptotic Statistics 21 25 August 1978 books,



Asymptotic Theory Of Statistics And Probability

Asymptotic Theory of Statistics and Probability PDF
Author: Anirban DasGupta
Publisher: Springer Science & Business Media
ISBN: 0387759700
Category : Mathematics
Languages : en
Pages : 722

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Asymptotic Theory Of Statistics And Probability

by Anirban DasGupta, Asymptotic Theory Of Statistics And Probability Books available in PDF, EPUB, Mobi Format. Download Asymptotic Theory Of Statistics And Probability books, This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. The book is unique in its detailed coverage of fundamental topics. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. There is no other book in large sample theory that matches this book in coverage, exercises and examples, bibliography, and lucid conceptual discussion of issues and theorems.