Elements of Modern Asymptotic Theory with Statistical Applications

Elements of Modern Asymptotic Theory with Statistical Applications PDF Author: Brendan McCabe
Publisher: Manchester University Press
ISBN: 9780719030536
Category : Estimation theory
Languages : en
Pages : 338

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Book Description

Elements of Modern Asymptotic Theory with Statistical Applications

Elements of Modern Asymptotic Theory with Statistical Applications PDF Author: Brendan McCabe
Publisher: Manchester University Press
ISBN: 9780719030536
Category : Estimation theory
Languages : en
Pages : 338

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Book Description


Asymptotic Theory of Statistics and Probability

Asymptotic Theory of Statistics and Probability PDF Author: Anirban DasGupta
Publisher: Springer Science & Business Media
ISBN: 0387759719
Category : Mathematics
Languages : en
Pages : 727

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Book Description
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.

Asymptotic Theory in Probability and Statistics with Applications

Asymptotic Theory in Probability and Statistics with Applications PDF Author: T. L. Lai
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 560

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Book Description
Presents a collection of 18 papers, many of which are surveys, on asymptotic theory in probability and statistics, with applications to a variety of problems. This volume comprises three parts: limit theorems, statistics and applications, and mathematical finance and insurance. It is suitable for graduate students in probability and statistics.

Asymptotic Statistics

Asymptotic Statistics PDF Author: A. W. van der Vaart
Publisher: Cambridge University Press
ISBN: 9780521784504
Category : Mathematics
Languages : en
Pages : 470

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Book Description
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 the latest research in asymptotic statistics.

Modern Applied U-Statistics

Modern Applied U-Statistics PDF Author: Jeanne Kowalski
Publisher: John Wiley & Sons
ISBN: 0470186453
Category : Mathematics
Languages : en
Pages : 402

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Book Description
A timely and applied approach to the newly discovered methods and applications of U-statistics Built on years of collaborative research and academic experience, Modern Applied U-Statistics successfully presents a thorough introduction to the theory of U-statistics using in-depth examples and applications that address contemporary areas of study including biomedical and psychosocial research. Utilizing a "learn by example" approach, this book provides an accessible, yet in-depth, treatment of U-statistics, as well as addresses key concepts in asymptotic theory by integrating translational and cross-disciplinary research. The authors begin with an introduction of the essential and theoretical foundations of U-statistics such as the notion of convergence in probability and distribution, basic convergence results, stochastic Os, inference theory, generalized estimating equations, as well as the definition and asymptotic properties of U-statistics. With an emphasis on nonparametric applications when and where applicable, the authors then build upon this established foundation in order to equip readers with the knowledge needed to understand the modern-day extensions of U-statistics that are explored in subsequent chapters. Additional topical coverage includes: Longitudinal data modeling with missing data Parametric and distribution-free mixed-effect and structural equation models A new multi-response based regression framework for non-parametric statistics such as the product moment correlation, Kendall's tau, and Mann-Whitney-Wilcoxon rank tests A new class of U-statistic-based estimating equations (UBEE) for dependent responses Motivating examples, in-depth illustrations of statistical and model-building concepts, and an extensive discussion of longitudinal study designs strengthen the real-world utility and comprehension of this book. An accompanying Web site features SAS? and S-Plus? program codes, software applications, and additional study data. Modern Applied U-Statistics accommodates second- and third-year students of biostatistics at the graduate level and also serves as an excellent self-study for practitioners in the fields of bioinformatics and psychosocial research.

Asymptotic Analysis of Mixed Effects Models

Asymptotic Analysis of Mixed Effects Models PDF Author: Jiming Jiang
Publisher: CRC Press
ISBN: 1351645595
Category : Mathematics
Languages : en
Pages : 215

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Book Description
Large sample techniques are fundamental to all fields of statistics. Mixed effects models, including linear mixed models, generalized linear mixed models, non-linear mixed effects models, and non-parametric mixed effects models are complex models, yet, these models are extensively used in practice. This monograph provides a comprehensive account of asymptotic analysis of mixed effects models. The monograph is suitable for researchers and graduate students who wish to learn about asymptotic tools and research problems in mixed effects models. It may also be used as a reference book for a graduate-level course on mixed effects models, or asymptotic analysis.

Asymptotic Theory of Testing Statistical Hypotheses

Asymptotic Theory of Testing Statistical Hypotheses PDF Author: Vladimir E. Bening
Publisher: Walter de Gruyter
ISBN: 3110935996
Category : Mathematics
Languages : en
Pages : 305

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Book Description
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Introduction to Asymptotic Methods

Introduction to Asymptotic Methods PDF Author: David Y. Gao
Publisher: CRC Press
ISBN: 1420011731
Category : Mathematics
Languages : en
Pages : 270

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Book Description
Among the theoretical methods for solving many problems of applied mathematics, physics, and technology, asymptotic methods often provide results that lead to obtaining more effective algorithms of numerical evaluation. Presenting the mathematical methods of perturbation theory, Introduction to Asymptotic Methods reviews the most important m

Statistical Experiments and Decisions

Statistical Experiments and Decisions PDF Author: Al?bert Nikolaevich Shiri?aev
Publisher: World Scientific
ISBN: 9789810241018
Category : Mathematics
Languages : en
Pages : 306

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Book Description
This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is ?how to construct asymptotically optimal decisions if we know the structure of optimal decisions for the limit experiment?.

Asymptotic Theory of Statistical Inference for Time Series

Asymptotic Theory of Statistical Inference for Time Series PDF Author: Masanobu Taniguchi
Publisher: Springer Science & Business Media
ISBN: 146121162X
Category : Mathematics
Languages : en
Pages : 671

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Book Description
The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.