From Finite Sample to Asymptotic Methods in Statistics

From Finite Sample to Asymptotic Methods in Statistics PDF Author: Pranab K. Sen
Publisher: Cambridge University Press
ISBN: 0521877229
Category : Mathematics
Languages : en
Pages : 399

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Book Description
A broad view of exact statistical inference and the development of asymptotic statistical inference.

From Finite Sample to Asymptotic Methods in Statistics

From Finite Sample to Asymptotic Methods in Statistics PDF Author: Pranab K. Sen
Publisher: Cambridge University Press
ISBN: 0521877229
Category : Mathematics
Languages : en
Pages : 399

Get Book Here

Book Description
A broad view of exact statistical inference and the development of asymptotic statistical inference.

Outlines and Highlights for from Finite Sample to Asymptotic Methods in Statistics by Pranab K Sen

Outlines and Highlights for from Finite Sample to Asymptotic Methods in Statistics by Pranab K Sen PDF Author: Cram101 Textbook Reviews
Publisher: Academic Internet Pub Incorporated
ISBN: 9781467266772
Category : Education
Languages : en
Pages : 238

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Book Description
Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780521877220 .

The Refinement of Econometric Estimation and Test Procedures

The Refinement of Econometric Estimation and Test Procedures PDF Author: Garry D. A. Phillips
Publisher: Cambridge University Press
ISBN: 113946311X
Category : Business & Economics
Languages : en
Pages : 368

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Book Description
The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.

Studyguide for from Finite Sample to Asymptotic Methods in Statistics by Sen, Pranab K.

Studyguide for from Finite Sample to Asymptotic Methods in Statistics by Sen, Pranab K. PDF Author: Cram101 Textbook Reviews
Publisher: Cram101
ISBN: 9781478485773
Category :
Languages : en
Pages : 94

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Book Description
Never HIGHLIGHT a Book Again Virtually all testable terms, concepts, persons, places, and events are included. Cram101 Textbook Outlines gives all of the outlines, highlights, notes for your textbook with optional online practice tests. Only Cram101 Outlines are Textbook Specific. Cram101 is NOT the Textbook. Accompanys: 9780521673761

Asymptotic Methods in Probability and Statistics with Applications

Asymptotic Methods in Probability and Statistics with Applications PDF Author: N. Balakrishnan
Publisher: Springer Science & Business Media
ISBN: 1461202094
Category : Business & Economics
Languages : en
Pages : 541

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Book Description
Traditions of the 150-year-old St. Petersburg School of Probability and Statis tics had been developed by many prominent scientists including P. L. Cheby chev, A. M. Lyapunov, A. A. Markov, S. N. Bernstein, and Yu. V. Linnik. In 1948, the Chair of Probability and Statistics was established at the Department of Mathematics and Mechanics of the St. Petersburg State University with Yu. V. Linik being its founder and also the first Chair. Nowadays, alumni of this Chair are spread around Russia, Lithuania, France, Germany, Sweden, China, the United States, and Canada. The fiftieth anniversary of this Chair was celebrated by an International Conference, which was held in St. Petersburg from June 24-28, 1998. More than 125 probabilists and statisticians from 18 countries (Azerbaijan, Canada, Finland, France, Germany, Hungary, Israel, Italy, Lithuania, The Netherlands, Norway, Poland, Russia, Taiwan, Turkey, Ukraine, Uzbekistan, and the United States) participated in this International Conference in order to discuss the current state and perspectives of Probability and Mathematical Statistics. The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches. The main theme of the Conference was chosen in the tradition of the St.

Large Sample Methods in Statistics (1994)

Large Sample Methods in Statistics (1994) PDF Author: Pranab K. Sen
Publisher: CRC Press
ISBN: 1351361163
Category : Mathematics
Languages : en
Pages : 381

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Book Description
This text bridges the gap between sound theoretcial developments and practical, fruitful methodology by providing solid justification for standard symptotic statistical methods. It contains a unified survey of standard large sample theory and provides access to more complex statistical models that arise in diverse practical applications.

Finite Sample and Asymptotic Methods in Econometrics

Finite Sample and Asymptotic Methods in Econometrics PDF Author: Richard J. Smith
Publisher:
ISBN:
Category :
Languages : en
Pages : 249

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Book Description


Asymptotic Theory for Bootstrap Methods in Statistics

Asymptotic Theory for Bootstrap Methods in Statistics PDF Author: Rudolf J. Beran
Publisher: Publications CRM
ISBN:
Category : Asymptotic efficiencies (Statistics)
Languages : en
Pages : 104

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Book Description


High-Dimensional Statistics

High-Dimensional Statistics PDF Author: Martin J. Wainwright
Publisher: Cambridge University Press
ISBN: 1108498027
Category : Business & Economics
Languages : en
Pages : 571

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Book Description
A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.

Asymptotic Techniques for Use in Statistics

Asymptotic Techniques for Use in Statistics PDF Author: O. E. Barndorff-Nielsen
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 272

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Book Description
The use in statistical theory of approximate arguments based on such methods as local linearization (the delta method) and approxi mate normality has a long history. Such ideas play at least three roles. First they may give simple approximate answers to distributional problems where an exact solution is known in principle but difficult to implement. The second role is to yield higher-order expansions from which the accuracy of simple approximations may be assessed and where necessary improved. Thirdly the systematic development of a theoretical approach to statistical inference that will apply to quite general families of statistical models demands an asymptotic formulation, as far as possible one that will recover 'exact' results where these are available. The approximate arguments are developed by supposing that some defining quantity, often a sample size but more generally an amount of information, becomes large: it must be stressed that this is a technical device for generating approximations whose adequacy always needs assessing, rather than a 'physical' limiting notion. Of the three roles outlined above, the first two are quite close to the traditional roles of asymptotic expansions in applied mathematics and much ofthe very extensive literature on the asymptotic expansion of integrals and of the special functions of mathematical physics is quite directly relevant, although the recasting of these methods into a probability mould is quite often enlightening.