asymptotic statistics cambridge series in statistical and probabilistic mathematics

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Asymptotic Statistics

Author : A. W. van der Vaart
ISBN : 0521784506
Genre : Mathematics
File Size : 35. 16 MB
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A mathematically rigorous, practical introduction presenting standard topics plus research.

From Finite Sample To Asymptotic Methods In Statistics

Author : Pranab K. Sen
ISBN : 9780521877220
Genre : Mathematics
File Size : 59. 64 MB
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A broad view of exact statistical inference and the development of asymptotic statistical inference.

Elements Of Distribution Theory

Author : Thomas A. Severini
ISBN : 9781139446112
Genre : Mathematics
File Size : 40. 2 MB
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This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics as well as for researchers who use statistical methods. Good backgrounds in calculus and linear algebra are important and a course in elementary mathematical analysis is useful, but not required. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book. Topics covered range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals, orthogonal polynomials and saddlepoint approximations. The emphasis is on topics useful in understanding statistical methodology; thus, parametric statistical models and the distribution theory associated with the normal distribution are covered comprehensively.

A User S Guide To Measure Theoretic Probability

Author : David Pollard
ISBN : 0521002893
Genre : Mathematics
File Size : 60. 26 MB
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This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentation of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.

Fundamentals Of Nonparametric Bayesian Inference

Author : Subhashis Ghosal
ISBN : 9780521878265
Genre : Business & Economics
File Size : 67. 96 MB
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Bayesian nonparametrics comes of age with this landmark text synthesizing theory, methodology and computation.

Asymptotics In Statistics

Author : Lucien Le Cam
ISBN : 9781468403770
Genre : Mathematics
File Size : 54. 71 MB
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In the summer of 1968 one of the present authors (LLC) had the pleasure of giving a sequence of lectures at the University of Mon treal. Lecture notes were collected and written out by Drs. Catherine Doleans, Jean Haezendonck and Roch Roy. They were published in French by the Presses of the University of Montreal as part of their series of Seminaires de Mathematiques Superieures. Twenty years later it was decided that a Chinese translation could be useful, but upon prodding by Professor Shanti Gupta at Purdue we concluded that the notes should be updated and rewritten in English and in Chinese. The present volume is the result of that effort. We have preserved the general outline of the lecture notes, but we have deleted obsolete material and sketched some of the results acquired during the past twenty years. This means that while the original notes concentrated on the LAN situation we have included here some results of Jeganathan and others on the LAMN case. Also included are versions of the Hajek-Le Cam asymptotic minimax and convolution theorems with some of their implications. We have not attempted to give complete coverage of the subject and have often stated theorems without indicating their proofs.

Asymptotic Theory Of Statistics And Probability

Author : Anirban DasGupta
ISBN : 9780387759708
Genre : Mathematics
File Size : 44. 85 MB
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This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. The book is unique in its detailed coverage of fundamental topics. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. There is no other book in large sample theory that matches this book in coverage, exercises and examples, bibliography, and lucid conceptual discussion of issues and theorems.

Applied Asymptotics

Author : A. R. Brazzale
ISBN : 0521847036
Genre : Business & Economics
File Size : 61. 4 MB
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First practical treatment of small-sample asymptotics, enabling practitioners to apply new methods with confidence.

Mathematical Foundations Of Infinite Dimensional Statistical Models

Author :
ISBN : 9781107043169
Genre :
File Size : 69. 98 MB
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Statistical Models

Author : A. C. Davison
ISBN : 9781139437417
Genre : Mathematics
File Size : 20. 39 MB
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Models and likelihood are the backbone of modern statistics. This 2003 book gives an integrated development of these topics that blends theory and practice, intended for advanced undergraduate and graduate students, researchers and practitioners. Its breadth is unrivaled, with sections on survival analysis, missing data, Markov chains, Markov random fields, point processes, graphical models, simulation and Markov chain Monte Carlo, estimating functions, asymptotic approximations, local likelihood and spline regressions as well as on more standard topics such as likelihood and linear and generalized linear models. Each chapter contains a wide range of problems and exercises. Practicals in the S language designed to build computing and data analysis skills, and a library of data sets to accompany the book, are available over the Web.

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