Author: Lucien M. Le Cam
Publisher: Univ of California Press
ISBN: 0520325885
Category : Mathematics
Languages : en
Pages : 773
Book Description
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.
Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume I
Author: Lucien M. Le Cam
Publisher: Univ of California Press
ISBN: 0520325885
Category : Mathematics
Languages : en
Pages : 773
Book Description
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.
Publisher: Univ of California Press
ISBN: 0520325885
Category : Mathematics
Languages : en
Pages : 773
Book Description
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.
Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability
Author: Lucien Marie Le Cam
Publisher: Univ of California Press
ISBN: 9780520021846
Category : Biometry
Languages : en
Pages : 664
Book Description
Publisher: Univ of California Press
ISBN: 9780520021846
Category : Biometry
Languages : en
Pages : 664
Book Description
Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability
Author: Lucien Marie Le Cam
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 605
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 605
Book Description
Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume III
Author: Lucien M. Le Cam
Publisher: Univ of California Press
ISBN: 0520375912
Category : Mathematics
Languages : en
Pages : 732
Book Description
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.
Publisher: Univ of California Press
ISBN: 0520375912
Category : Mathematics
Languages : en
Pages : 732
Book Description
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.
Stochastic Limit Theory
Author: James Davidson
Publisher: OUP Oxford
ISBN: 0191525049
Category : Business & Economics
Languages : en
Pages : 566
Book Description
This is a survey of the recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians, including a number of important new results. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration.
Publisher: OUP Oxford
ISBN: 0191525049
Category : Business & Economics
Languages : en
Pages : 566
Book Description
This is a survey of the recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians, including a number of important new results. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration.
Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability
Author: Lucien Marie Le Cam
Publisher: Univ of California Press
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 690
Book Description
Publisher: Univ of California Press
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 690
Book Description
Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability
Author: L. Elizabeth Scott
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Mathematical Statistics
Author: Johann Pfanzagl
Publisher: Springer
ISBN: 3642310842
Category : Mathematics
Languages : en
Pages : 321
Book Description
This book presents a detailed description of the development of statistical theory. In the mid twentieth century, the development of mathematical statistics underwent an enduring change, due to the advent of more refined mathematical tools. New concepts like sufficiency, superefficiency, adaptivity etc. motivated scholars to reflect upon the interpretation of mathematical concepts in terms of their real-world relevance. Questions concerning the optimality of estimators, for instance, had remained unanswered for decades, because a meaningful concept of optimality (based on the regularity of the estimators, the representation of their limit distribution and assertions about their concentration by means of Anderson’s Theorem) was not yet available. The rapidly developing asymptotic theory provided approximate answers to questions for which non-asymptotic theory had found no satisfying solutions. In four engaging essays, this book presents a detailed description of how the use of mathematical methods stimulated the development of a statistical theory. Primarily focused on methodology, questionable proofs and neglected questions of priority, the book offers an intriguing resource for researchers in theoretical statistics, and can also serve as a textbook for advanced courses in statisticc.
Publisher: Springer
ISBN: 3642310842
Category : Mathematics
Languages : en
Pages : 321
Book Description
This book presents a detailed description of the development of statistical theory. In the mid twentieth century, the development of mathematical statistics underwent an enduring change, due to the advent of more refined mathematical tools. New concepts like sufficiency, superefficiency, adaptivity etc. motivated scholars to reflect upon the interpretation of mathematical concepts in terms of their real-world relevance. Questions concerning the optimality of estimators, for instance, had remained unanswered for decades, because a meaningful concept of optimality (based on the regularity of the estimators, the representation of their limit distribution and assertions about their concentration by means of Anderson’s Theorem) was not yet available. The rapidly developing asymptotic theory provided approximate answers to questions for which non-asymptotic theory had found no satisfying solutions. In four engaging essays, this book presents a detailed description of how the use of mathematical methods stimulated the development of a statistical theory. Primarily focused on methodology, questionable proofs and neglected questions of priority, the book offers an intriguing resource for researchers in theoretical statistics, and can also serve as a textbook for advanced courses in statisticc.
Author:
Publisher: Univ of California Press
ISBN: 0520325877
Category :
Languages : en
Pages : 774
Book Description
Publisher: Univ of California Press
ISBN: 0520325877
Category :
Languages : en
Pages : 774
Book Description
Proceedings of the Berkeley Symposium on Mathematical Statistics and Probability
Author: Jerzy Neyman
Publisher: Univ of California Press
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 516
Book Description
Publisher: Univ of California Press
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 516
Book Description