Asymptotic Theory Of Statistics And Probability

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Asymptotic Theory of Statistics and Probability

Anirban DasGupta
Asymptotic Theory of Statistics and Probability Book PDF

Author : Anirban DasGupta
Publisher : Springer Science & Business Media
Page : 727 pages
File Size : 41,6 Mb
Release : 2008-02-06
Category : Mathematics
ISBN : 9780387759715

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Asymptotic Theory of Statistics and Probability by Anirban DasGupta Pdf

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.

Asymptotic Theory of Statistics and Probability

Anirban DasGupta
Asymptotic Theory of Statistics and Probability Book PDF

Author : Anirban DasGupta
Publisher : Springer Science & Business Media
Page : 726 pages
File Size : 40,8 Mb
Release : 2008-03-07
Category : Mathematics
ISBN : 9780387759708

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Asymptotic Theory of Statistics and Probability by Anirban DasGupta Pdf

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.

Asymptotic Theory of Statistical Inference

B. L. S. Prakasa Rao
Asymptotic Theory of Statistical Inference Book PDF

Author : B. L. S. Prakasa Rao
Publisher : Unknown
Page : 458 pages
File Size : 49,7 Mb
Release : 1987-01-16
Category : Mathematics
ISBN : UOM:39015046271048

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Asymptotic Theory of Statistical Inference by B. L. S. Prakasa Rao Pdf

Probability and stochastic processes; Limit theorems for some statistics; Asymptotic theory of estimation; Linear parametric inference; Martingale approach to inference; Inference in nonlinear regression; Von mises functionals; Empirical characteristic function and its applications.

Asymptotic Theory of Statistical Inference for Time Series

Masanobu Taniguchi,Yoshihide Kakizawa
Asymptotic Theory of Statistical Inference for Time Series Book PDF

Author : Masanobu Taniguchi,Yoshihide Kakizawa
Publisher : Springer Science & Business Media
Page : 671 pages
File Size : 52,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461211624

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Asymptotic Theory of Statistical Inference for Time Series by Masanobu Taniguchi,Yoshihide Kakizawa Pdf

The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.

Asymptotic Theory in Probability and Statistics with Applications

T. L. Lai,Lianfen Qian,Qi-Man Shao
Asymptotic Theory in Probability and Statistics with Applications Book PDF

Author : T. L. Lai,Lianfen Qian,Qi-Man Shao
Publisher : Unknown
Page : 560 pages
File Size : 42,9 Mb
Release : 2008
Category : Mathematics
ISBN : UOM:39015080827655

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Asymptotic Theory in Probability and Statistics with Applications by T. L. Lai,Lianfen Qian,Qi-Man Shao Pdf

Presents a collection of 18 papers, many of which are surveys, on asymptotic theory in probability and statistics, with applications to a variety of problems. This volume comprises three parts: limit theorems, statistics and applications, and mathematical finance and insurance. It is suitable for graduate students in probability and statistics.

Asymptotic Statistics

A. W. van der Vaart
Asymptotic Statistics Book PDF

Author : A. W. van der Vaart
Publisher : Cambridge University Press
Page : 470 pages
File Size : 44,5 Mb
Release : 2000-06-19
Category : Mathematics
ISBN : 0521784506

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Asymptotic Statistics by A. W. van der Vaart Pdf

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.

Inference and Asymptotics

D.R. Cox
Inference and Asymptotics Book PDF

Author : D.R. Cox
Publisher : Routledge
Page : 360 pages
File Size : 54,8 Mb
Release : 2017-10-19
Category : Mathematics
ISBN : 9781351438568

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Inference and Asymptotics by D.R. Cox Pdf

Our book Asymptotic Techniquesfor Use in Statistics was originally planned as an account of asymptotic statistical theory, but by the time we had completed the mathematical preliminaries it seemed best to publish these separately. The present book, although largely self-contained, takes up the original theme and gives a systematic account of some recent developments in asymptotic parametric inference from a likelihood-based perspective. Chapters 1-4 are relatively elementary and provide first a review of key concepts such as likelihood, sufficiency, conditionality, ancillarity, exponential families and transformation models. Then first-order asymptotic theory is set out, followed by a discussion of the need for higher-order theory. This is then developed in some generality in Chapters 5-8. A final chapter deals briefly with some more specialized issues. The discussion emphasizes concepts and techniques rather than precise mathematical verifications with full attention to regularity conditions and, especially in the less technical chapters, draws quite heavily on illustrative examples. Each chapter ends with outline further results and exercises and with bibliographic notes. Many parts of the field discussed in this book are undergoing rapid further development, and in those parts the book therefore in some respects has more the flavour of a progress report than an exposition of a largely completed theory.

Statistical Estimation

I.A. Ibragimov,R.Z. Has'minskii
Statistical Estimation Book PDF

Author : I.A. Ibragimov,R.Z. Has'minskii
Publisher : Springer Science & Business Media
Page : 410 pages
File Size : 46,6 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9781489900272

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Statistical Estimation by I.A. Ibragimov,R.Z. Has'minskii Pdf

when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap proaches zero, etc.) To address the problem of asymptotically optimal estimators consider the following important case. Let X 1, X 2, ... , X n be independent observations with the joint probability density !(x,O) (with respect to the Lebesgue measure on the real line) which depends on the unknown patameter o e 9 c R1. It is required to derive the best (asymptotically) estimator 0:( X b ... , X n) of the parameter O. The first question which arises in connection with this problem is how to compare different estimators or, equivalently, how to assess their quality, in terms of the mean square deviation from the parameter or perhaps in some other way. The presently accepted approach to this problem, resulting from A. Wald's contributions, is as follows: introduce a nonnegative function w(0l> ( ), Ob Oe 9 (the loss function) and given two estimators Of and O! n 2 2 the estimator for which the expected loss (risk) Eown(Oj, 0), j = 1 or 2, is smallest is called the better with respect to Wn at point 0 (here EoO is the expectation evaluated under the assumption that the true value of the parameter is 0). Obviously, such a method of comparison is not without its defects.

Asymptotics in Statistics

Lucien Le Cam,Grace Lo Yang
Asymptotics in Statistics Book PDF

Author : Lucien Le Cam,Grace Lo Yang
Publisher : Springer Science & Business Media
Page : 189 pages
File Size : 51,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468403770

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Asymptotics in Statistics by Lucien Le Cam,Grace Lo Yang Pdf

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.

A Course in Large Sample Theory

Thomas S. Ferguson
A Course in Large Sample Theory Book PDF

Author : Thomas S. Ferguson
Publisher : Routledge
Page : 140 pages
File Size : 47,5 Mb
Release : 2017-09-06
Category : Mathematics
ISBN : 9781351470056

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A Course in Large Sample Theory by Thomas S. Ferguson Pdf

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 of Quantum Statistical Inference

Masahito Hayashi
Asymptotic Theory of Quantum Statistical Inference Book PDF

Author : Masahito Hayashi
Publisher : World Scientific
Page : 560 pages
File Size : 54,6 Mb
Release : 2005-02-21
Category : Science
ISBN : 9789814481984

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Asymptotic Theory of Quantum Statistical Inference by Masahito Hayashi Pdf

' Quantum statistical inference, a research field with deep roots in the foundations of both quantum physics and mathematical statistics, has made remarkable progress since 1990. In particular, its asymptotic theory has been developed during this period. However, there has hitherto been no book covering this remarkable progress after 1990; the famous textbooks by Holevo and Helstrom deal only with research results in the earlier stage (1960s-1970s). This book presents the important and recent results of quantum statistical inference. It focuses on the asymptotic theory, which is one of the central issues of mathematical statistics and had not been investigated in quantum statistical inference until the early 1980s. It contains outstanding papers after Holevo's textbook, some of which are of great importance but are not available now. The reader is expected to have only elementary mathematical knowledge, and therefore much of the content will be accessible to graduate students as well as research workers in related fields. Introductions to quantum statistical inference have been specially written for the book. Asymptotic Theory of Quantum Statistical Inference: Selected Papers will give the reader a new insight into physics and statistical inference. Contents:Hypothesis TestingQuantum Cramér-Rao Bound in Mixed States ModelQuantum Cramér-Rao Bound in Pure States ModelGroup Symmetric Approach to Pure States ModelLarge Deviation Theory in Quantum EstimationFuther Topics on Quantum Statistical Inference Readership: Graduate students in quantum physics, mathematical physics, and probability and statistics. Keywords:Quantum Information;Estimation Theory;Statistics;Statistical Inference;Mathematical Physics;Asymptotic Theory;Hypothesis TestingReviews:“This book will give the scholars new insight into physics and statistical inference.”Zentralblatt MATH '

Asymptotic Theory of Weakly Dependent Random Processes

Emmanuel Rio
Asymptotic Theory of Weakly Dependent Random Processes Book PDF

Author : Emmanuel Rio
Publisher : Springer
Page : 204 pages
File Size : 52,9 Mb
Release : 2017-04-13
Category : Mathematics
ISBN : 9783662543238

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Asymptotic Theory of Weakly Dependent Random Processes by Emmanuel Rio Pdf

Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.

Asymptotic Statistics

A. W. van der Vaart
Asymptotic Statistics Book PDF

Author : A. W. van der Vaart
Publisher : Cambridge University Press
Page : 461 pages
File Size : 45,5 Mb
Release : 2000-06-19
Category : Mathematics
ISBN : 9780521784504

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Asymptotic Statistics by A. W. van der Vaart Pdf

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.

Statistical Experiments and Decisions

A N Shiryaev,V G Spokoiny
Statistical Experiments and Decisions Book PDF

Author : A N Shiryaev,V G Spokoiny
Publisher : World Scientific
Page : 300 pages
File Size : 45,8 Mb
Release : 2000-07-04
Category : Mathematics
ISBN : 9789814494151

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Statistical Experiments and Decisions by A N Shiryaev,V G Spokoiny Pdf

This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is “how to construct asymptotically optimal decisions if we know the structure of optimal decisions for the limit experiment”. Contents:Statistical Experiments and Their ComparisonConvergence of Statistical Experiments(γ,Γ)-Models. Convergence to (γ,Γ)-ModelsLocal Convergence of Statistical Experiments and Global EstimationStatistical Inference for Autoregressive Models of the First Order Readership: Researchers in probability and statistics. Keywords:Comparison of Statistical Experiments;Mixed Local Asymptotic Normality;Convergence of Experiments;Likelihood Ratio Processes;Contiguity;Autoregressive Models;Minimax Bound;Local Asymptotic NormalityReviews: “It is an interesting, welcome addition to the literature, and it contains many new insights. I congratulate the authors for writing this comprehensive monograph on a difficult subject.” Mathematical Reviews “The book is a highlight in modern mathematical statistics which offers a lot of new concepts. It recalls the brilliant methodology of Le Cam's Theory and the first chapters may be used as introduction into this field.” Mathematics Abstracts

Mathematical Statistics

Aleksandr Petrovich Korostelev,Olga Korosteleva
Mathematical Statistics Book PDF

Author : Aleksandr Petrovich Korostelev,Olga Korosteleva
Publisher : American Mathematical Soc.
Page : 258 pages
File Size : 52,9 Mb
Release : 2011
Category : Asymptotic efficiencies (Statistics).
ISBN : 9780821852835

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Mathematical Statistics by Aleksandr Petrovich Korostelev,Olga Korosteleva Pdf

iPositive Give a man a fish, he eats for a day, but if you teach him to fish, you feed him for life. Such is the approach of iPositive. One day at the gym doesnt make a person fit for life; its a consistent dedication to getting the body in shape that eventually yields results. The lessons in iPositive work in much the same way: They challenge the reader to work to keep the mind in shape. The book is a powerful guide to personal happiness through positivity. Its concepts provide empowerment to overcome self-doubt, disbelief and inferiority complexes in order to transcend the negativity in life. iPositive is geared toward helping individuals become more focused on the things they most want in life, like happiness, love and success, or banish anchors that may be weighting them down, like stress, smoking or excess weight. The book gives readers the practical means to become more focused on those things they want in life, and serves as an inspirational manual for a life of fulfillment, and strength in body, mind and spirit.