Small Sample Asymptotics

Small Sample Asymptotics PDF Author: Christopher A. Field
Publisher: IMS
ISBN: 9780940600188
Category : Mathematical statistics
Languages : en
Pages : 166

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Book Description

Small Sample Asymptotics

Small Sample Asymptotics PDF Author: Christopher A. Field
Publisher: IMS
ISBN: 9780940600188
Category : Mathematical statistics
Languages : en
Pages : 166

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Book Description


Applied Asymptotics

Applied Asymptotics PDF Author: A. R. Brazzale
Publisher: Cambridge University Press
ISBN: 1139463837
Category : Mathematics
Languages : en
Pages : 211

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Book Description
In fields such as biology, medical sciences, sociology, and economics researchers often face the situation where the number of available observations, or the amount of available information, is sufficiently small that approximations based on the normal distribution may be unreliable. Theoretical work over the last quarter-century has led to new likelihood-based methods that lead to very accurate approximations in finite samples, but this work has had limited impact on statistical practice. This book illustrates by means of realistic examples and case studies how to use the new theory, and investigates how and when it makes a difference to the resulting inference. The treatment is oriented towards practice and comes with code in the R language (available from the web) which enables the methods to be applied in a range of situations of interest to practitioners. The analysis includes some comparisons of higher order likelihood inference with bootstrap or Bayesian methods.

A Course in Large Sample Theory

A Course in Large Sample Theory PDF Author: Thomas S. Ferguson
Publisher: Routledge
ISBN: 1351470051
Category : Mathematics
Languages : en
Pages : 192

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Book Description
A Course in Large Sample Theory is presented in four parts. The first treats basic probabilistic notions, the second features the basic statistical tools for expanding the theory, the third contains special topics as applications of the general theory, and the fourth covers more standard statistical topics. Nearly all topics are covered in their multivariate setting.The book is intended as a first year graduate course in large sample theory for statisticians. It has been used by graduate students in statistics, biostatistics, mathematics, and related fields. Throughout the book there are many examples and exercises with solutions. It is an ideal text for self study.

Asymptotic Theory for Econometricians

Asymptotic Theory for Econometricians PDF Author: Halbert White
Publisher: Academic Press
ISBN: 1483294420
Category : Business & Economics
Languages : en
Pages : 241

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Book Description
This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.

Higher Order Asymptotics

Higher Order Asymptotics PDF Author: J. K. Ghosh
Publisher: IMS
ISBN: 9780940600317
Category : Mathematics
Languages : en
Pages : 126

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Book Description


A Guide to Econometrics

A Guide to Econometrics PDF Author: Peter Kennedy
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608

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Book Description
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Inference and Asymptotics

Inference and Asymptotics PDF Author: D.R. Cox
Publisher: CRC Press
ISBN: 9780412494406
Category : Mathematics
Languages : en
Pages : 376

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Book Description
Likelihood and its many associated concepts are of central importance in statistical theory and applications. The theory of likelihood and of likelihood-like objects (pseudo-likelihoods) has undergone extensive and important developments over the past 10 to 15 years, in particular as regards higher order asymptotics. This book provides an account of this field, which is still vigorously expanding. Conditioning and ancillarity underlie the p*-formula, a key formula for the conditional density of the maximum likelihood estimator, given an ancillary statistic. Various types of pseudo-likelihood are discussed, including profile and partial likelihoods. Special emphasis is given to modified profile likelihood and modified directed likelihood, and their intimate connection with the p*-formula. Among the other concepts and tools employed are sufficiency, parameter orthogonality, invariance, stochastic expansions and saddlepoint approximations. Brief reviews are given of the most important properties of exponential and transformation models and these types of model are used as test-beds for the general asymptotic theory. A final chapter briefly discusses a number of more general issues, including prediction and randomization theory. The emphasis is on ideas and methods, and detailed mathematical developments are largely omitted. There are numerous notes and exercises, many indicating substantial further results.

Asymptotic Statistics

Asymptotic Statistics PDF Author: A. W. van der Vaart
Publisher: Cambridge University Press
ISBN: 9780521784504
Category : Mathematics
Languages : en
Pages : 470

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Book Description
This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master s level statistics text, this book will also give researchers an overview of the latest research in asymptotic statistics.

From Finite Sample to Asymptotic Methods in Statistics

From Finite Sample to Asymptotic Methods in Statistics PDF Author: Pranab K. Sen
Publisher: Cambridge University Press
ISBN: 0521877229
Category : Mathematics
Languages : en
Pages : 399

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Book Description
A broad view of exact statistical inference and the development of asymptotic statistical inference.

Asymptotics in Statistics and Probability

Asymptotics in Statistics and Probability PDF Author: Madan L. Puri
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110942003
Category : Mathematics
Languages : en
Pages : 456

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Book Description
No detailed description available for "Asymptotics in Statistics and Probability".