Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 15
Book Description
Weak Convergence of the Weighted Sequential Empirical Process of Some Long-range Dependent Data
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 15
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 15
Book Description
Weak Convergence of Weighted Empirical Processes Under Long Range Dependence with Applications to Robust Estimation in Linear Models
Author: Kanchan Mukherjee
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 150
Book Description
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 150
Book Description
Weak Convergence of Weighted Empirical Processes of Dependent Random Variables on (0,1)
Author: Christopher Stroude Withers
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 23
Book Description
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 23
Book Description
Introduction to Empirical Processes and Semiparametric Inference
Author: Michael R. Kosorok
Publisher: Springer Science & Business Media
ISBN: 0387749780
Category : Mathematics
Languages : en
Pages : 482
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.
Publisher: Springer Science & Business Media
ISBN: 0387749780
Category : Mathematics
Languages : en
Pages : 482
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.
On the Empirical Process Under Long-range Dependence
Author: Jannis Buchsteiner
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Weak Convergence and Empirical Processes
Author: A. W. van der Vaart
Publisher:
ISBN: 9783031290398
Category :
Languages : en
Pages : 0
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.
Publisher:
ISBN: 9783031290398
Category :
Languages : en
Pages : 0
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.
Contemporary Developments in Statistical Theory
Author: Soumendra Lahiri
Publisher: Springer Science & Business Media
ISBN: 3319026518
Category : Mathematics
Languages : en
Pages : 395
Book Description
This volume highlights Prof. Hira Koul’s achievements in many areas of Statistics, including Asymptotic theory of statistical inference, Robustness, Weighted empirical processes and their applications, Survival Analysis, Nonlinear time series and Econometrics, among others. Chapters are all original papers that explore the frontiers of these areas and will assist researchers and graduate students working in Statistics, Econometrics and related areas. Prof. Hira Koul was the first Ph.D. student of Prof. Peter Bickel. His distinguished career in Statistics includes the receipt of many prestigious awards, including the Senior Humbolt award (1995), and dedicated service to the profession through editorial work for journals and through leadership roles in professional societies, notably as the past president of the International Indian Statistical Association. Prof. Hira Koul has graduated close to 30 Ph.D. students, and made several seminal contributions in about 125 innovative research papers. The long list of his distinguished collaborators is represented by the contributors to this volume.
Publisher: Springer Science & Business Media
ISBN: 3319026518
Category : Mathematics
Languages : en
Pages : 395
Book Description
This volume highlights Prof. Hira Koul’s achievements in many areas of Statistics, including Asymptotic theory of statistical inference, Robustness, Weighted empirical processes and their applications, Survival Analysis, Nonlinear time series and Econometrics, among others. Chapters are all original papers that explore the frontiers of these areas and will assist researchers and graduate students working in Statistics, Econometrics and related areas. Prof. Hira Koul was the first Ph.D. student of Prof. Peter Bickel. His distinguished career in Statistics includes the receipt of many prestigious awards, including the Senior Humbolt award (1995), and dedicated service to the profession through editorial work for journals and through leadership roles in professional societies, notably as the past president of the International Indian Statistical Association. Prof. Hira Koul has graduated close to 30 Ph.D. students, and made several seminal contributions in about 125 innovative research papers. The long list of his distinguished collaborators is represented by the contributors to this volume.
NBS Special Publication
Author:
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 520
Book Description
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 520
Book Description
Resampling Methods for Dependent Data
Author: S. N. Lahiri
Publisher: Springer Science & Business Media
ISBN: 147573803X
Category : Mathematics
Languages : en
Pages : 382
Book Description
By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.
Publisher: Springer Science & Business Media
ISBN: 147573803X
Category : Mathematics
Languages : en
Pages : 382
Book Description
By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.
Statistica Sinica
Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 838
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 838
Book Description