Asymptotic Statistics

Klappentext A mathematically rigorous! practical introduction presenting standard topics plus research. Zusammenfassung This mathematically rigorous! practical introduction to the field of asymptotic statistics develops most of the usual topics of an asymptotics course! and also presents recent research topics such as empirical processes! the bootstrap! and semiparametric models. Inhaltsverzeichnis 1. Introduction; 2. Stochastic convergence; 3. The delta-method; 4. Moment estimators; 5. M- and Z-estimators; 6. Contiguity; 7. Local asymptotic normality; 8. Efficiency of estimators; 9. Limits of experiments; 10. Bayes procedures; 11. Projections; 12. U-statistics; 13. Rank, sign, and permutation statistics; 14. Relative efficiency of tests; 15. Efficiency of tests; 16. Likelihood ratio tests; 17. Chi-square tests; 18. Stochastic convergence in metric spaces; 19. Empirical processes; 20. The functional delta-method; 21. Quantiles and order statistics; 22. L-statistics; 23. The bootstrap; 24. Nonparametric density estimation; 25. Semiparametric models.

Product details

• Authors: A W van der Vaart, A. W. Van Der Vaart, A. W. van der (Vrije Universiteit Vaart, A.W. Van der Vaart, A W van der Vaart, A. W. van der Vaart
• Publisher: Cambridge University Press Academic
• Languages: English
• Product format: Paperback / Softback
• Released: 15.09.2000
• EAN: 9780521784504
• ISBN: 978-0-521-78450-4
• Dimensions: 180 mm x 255 mm x 25 mm
• Series: Cambridge Series in Statistical and Probabilistic Mathematics; Cambridge Series in Statistica; Cambridge Series in Statistical and Probabilistic; Cambridge Series in Statistical and Probabilistic Mathematics; Cambridge Series in Statistical and Probabilistic
• Subjects: Education and learning > Teaching preparation > Vocational needs; Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics