Seminar on Empirical Processes

Seminar on Empirical Processes PDF Author: P. Gaenssler
Publisher:
ISBN: 9783034862707
Category :
Languages : en
Pages : 120

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Seminar on Empirical Processes

Seminar on Empirical Processes PDF Author: Peter Gänssler
Publisher:
ISBN: 9780817618063
Category : Distribution (Probability theory)
Languages : en
Pages : 110

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Empirical Processes

Empirical Processes PDF Author: David Pollard
Publisher: IMS
ISBN: 9780940600164
Category : Distribution (Probability theory).
Languages : en
Pages : 100

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Book Description


Seminar on Empirical Processes

Seminar on Empirical Processes PDF Author: P. Gaenssler
Publisher:
ISBN: 9783034862707
Category :
Languages : en
Pages : 120

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Book Description


Weak Convergence and Empirical Processes

Weak Convergence and Empirical Processes PDF Author: A. W. van der Vaart
Publisher: Springer Nature
ISBN: 3031290402
Category : Mathematics
Languages : en
Pages : 693

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Book Description
This book provides an account of weak convergence theory, empirical processes, and their application to a wide variety of problems in statistics. The first part of the book presents a thorough treatment of stochastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of applications in statistics including rates of convergence of estimators; limit theorems for M− and Z−estimators; the bootstrap; the functional delta-method and semiparametric estimation. Most of the chapters conclude with “problems and complements.” Some of these are exercises to help the reader’s understanding of the material, whereas others are intended to supplement the text. This second edition includes many of the new developments in the field since publication of the first edition in 1996: Glivenko-Cantelli preservation theorems; new bounds on expectations of suprema of empirical processes; new bounds on covering numbers for various function classes; generic chaining; definitive versions of concentration bounds; and new applications in statistics including penalized M-estimation, the lasso, classification, and support vector machines. The approximately 200 additional pages also round out classical subjects, including chapters on weak convergence in Skorokhod space, on stable convergence, and on processes based on pseudo-observations.

An Asymptotic Theory for Empirical Reliability and Concentration Processes

An Asymptotic Theory for Empirical Reliability and Concentration Processes PDF Author: Miklos Csörgö
Publisher: Springer Science & Business Media
ISBN: 1461564204
Category : Mathematics
Languages : en
Pages : 177

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Book Description
Mik16s Cs6rgO and David M. Mason initiated their collaboration on the topics of this book while attending the CBMS-NSF Regional Confer ence at Texas A & M University in 1981. Independently of them, Sandor Cs6rgO and Lajos Horv~th have begun their work on this subject at Szeged University. The idea of writing a monograph together was born when the four of us met in the Conference on Limit Theorems in Probability and Statistics, Veszpr~m 1982. This collaboration resulted in No. 2 of Technical Report Series of the Laboratory for Research in Statistics and Probability of Carleton University and University of Ottawa, 1983. Afterwards David M. Mason has decided to withdraw from this project. The authors wish to thank him for his contributions. In particular, he has called our attention to the reverse martingale property of the empirical process together with the associated Birnbaum-Marshall inequality (cf.,the proofs of Lemmas 2.4 and 3.2) and to the Hardy inequality (cf. the proof of part (iv) of Theorem 4.1). These and several other related remarks helped us push down the 2 moment condition to EX

Guide to Advanced Empirical Software Engineering

Guide to Advanced Empirical Software Engineering PDF Author: Forrest Shull
Publisher: Springer Science & Business Media
ISBN: 1848000448
Category : Computers
Languages : en
Pages : 393

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Book Description
This book gathers chapters from some of the top international empirical software engineering researchers focusing on the practical knowledge necessary for conducting, reporting and using empirical methods in software engineering. Topics and features include guidance on how to design, conduct and report empirical studies. The volume also provides information across a range of techniques, methods and qualitative and quantitative issues to help build a toolkit applicable to the diverse software development contexts

High Dimensional Probability II

High Dimensional Probability II PDF Author: Evarist Giné
Publisher: Springer Science & Business Media
ISBN: 1461213584
Category : Mathematics
Languages : en
Pages : 491

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Book Description
High dimensional probability, in the sense that encompasses the topics rep resented in this volume, began about thirty years ago with research in two related areas: limit theorems for sums of independent Banach space valued random vectors and general Gaussian processes. An important feature in these past research studies has been the fact that they highlighted the es sential probabilistic nature of the problems considered. In part, this was because, by working on a general Banach space, one had to discard the extra, and often extraneous, structure imposed by random variables taking values in a Euclidean space, or by processes being indexed by sets in R or Rd. Doing this led to striking advances, particularly in Gaussian process theory. It also led to the creation or introduction of powerful new tools, such as randomization, decoupling, moment and exponential inequalities, chaining, isoperimetry and concentration of measure, which apply to areas well beyond those for which they were created. The general theory of em pirical processes, with its vast applications in statistics, the study of local times of Markov processes, certain problems in harmonic analysis, and the general theory of stochastic processes are just several of the broad areas in which Gaussian process techniques and techniques from probability in Banach spaces have made a substantial impact. Parallel to this work on probability in Banach spaces, classical proba bility and empirical process theory were enriched by the development of powerful results in strong approximations.

Bootstrapping and Related Techniques

Bootstrapping and Related Techniques PDF Author: Karl-Heinz Jöckel
Publisher: Springer Science & Business Media
ISBN: 3642488501
Category : Mathematics
Languages : en
Pages : 231

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Book Description
This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.

Asymptotics

Asymptotics PDF Author: Eric Alexander Cator
Publisher: IMS
ISBN: 9780940600713
Category : Mathematics
Languages : en
Pages : 268

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Book Description


Empirical Processes with Applications to Statistics

Empirical Processes with Applications to Statistics PDF Author: Galen R. Shorack
Publisher: SIAM
ISBN: 0898719011
Category : Mathematics
Languages : en
Pages : 992

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Book Description
Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables; applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods; and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. Audience: researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.