Weak Convergence of Empirical Processes of Iid Random Variables on R. PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Weak Convergence of Empirical Processes of Iid Random Variables on R. PDF full book. Access full book title Weak Convergence of Empirical Processes of Iid Random Variables on R. by Christopher Stroude Withers. Download full books in PDF and EPUB format.
Author: Christopher Stroude Withers
Publisher:
ISBN:
Category : Stochastic processes
Languages : en
Pages : 23
Get Book Here
Book Description
Author: Christopher Stroude Withers
Publisher:
ISBN:
Category : Stochastic processes
Languages : en
Pages : 23
Get Book Here
Book Description
Author: Christopher Stroude Withers
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 28
Get Book Here
Book Description
Author: Michael R. Kosorok
Publisher: Springer Science & Business Media
ISBN: 0387749780
Category : Mathematics
Languages : en
Pages : 482
Get Book Here
Book Description
Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
Author: Aad van der vaart
Publisher: Springer Science & Business Media
ISBN: 1475725450
Category : Mathematics
Languages : en
Pages : 523
Get Book Here
Book Description
This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.
Author: Vidyadhar S. Mandrekar
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110475456
Category : Mathematics
Languages : en
Pages : 180
Get Book Here
Book Description
The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents: Weak convergence of stochastic processes Weak convergence in metric spaces Weak convergence on C[0, 1] and D[0,∞) Central limit theorem for semi-martingales and applications Central limit theorems for dependent random variables Empirical process Bibliography
Author: A. W. van der Vaart
Publisher: Springer Nature
ISBN: 3031290402
Category : Mathematics
Languages : en
Pages : 693
Get Book Here
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.
Author: Christopher Stroude Withers
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 23
Get Book Here
Book Description
Author: Paul Dupuis
Publisher: John Wiley & Sons
ISBN: 1118165896
Category : Mathematics
Languages : en
Pages : 506
Get Book Here
Book Description
Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of large deviations, one of the most dynamic topics inprobability today, studies rare events in stochastic systems. Thenonlinear nature of the theory contributes both to its richness anddifficulty. This innovative text demonstrates how to employ thewell-established linear techniques of weak convergence theory toprove large deviation results. Beginning with a step-by-stepdevelopment of the approach, the book skillfully guides readersthrough models of increasing complexity covering a wide variety ofrandom variable-level and process-level problems. Representationformulas for large deviation-type expectations are a key tool andare developed systematically for discrete-time problems. Accessible to anyone who has a knowledge of measure theory andmeasure-theoretic probability, A Weak Convergence Approach to theTheory of Large Deviations is important reading for both studentsand researchers.
Author: Galen R. Shorack
Publisher: SIAM
ISBN: 0898719011
Category : Mathematics
Languages : en
Pages : 992
Get Book Here
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.
Author: Alfred Joseph Vanderzanden
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 108
Get Book Here
Book Description
