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Author: Ibrahim A. Ahmad
Publisher:
ISBN:
Category :
Languages : en
Pages : 15
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Book Description
Author: Ibrahim A. Ahmad
Publisher:
ISBN:
Category :
Languages : en
Pages : 15
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Book Description
Author: Christopher Stroude Withers
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 23
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Book Description
Author: Kanchan Mukherjee
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 150
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Book Description
Author: Aad van der vaart
Publisher: Springer Science & Business Media
ISBN: 1475725450
Category : Mathematics
Languages : en
Pages : 523
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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: Hira L. Koul
Publisher: Springer Science & Business Media
ISBN: 9780387954769
Category : Mathematics
Languages : en
Pages : 454
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Book Description
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
Author: J. H. J. Einmahl
Publisher:
ISBN:
Category :
Languages : en
Pages : 24
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Book Description
Author: Hira L. Koul
Publisher: Springer Science & Business Media
ISBN: 146130055X
Category : Mathematics
Languages : en
Pages : 444
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Book Description
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 15
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Book Description
Author: Hira L. Koul
Publisher: IMS
ISBN: 9780940600287
Category : Autoregression (Statistics).
Languages : en
Pages : 286
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Book Description
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.
