Author : J. K. Ghosh
Publisher : IMS
Page : 126 pages
File Size : 48,8 Mb
Release : 1994
Category : Mathematics
ISBN : 0940600315
Higher Order Asymptotics
J. K. Ghosh
Higher Order Asymptotics
Higher Order Asymptotics Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Higher Order Asymptotics book. This book definitely worth reading, it is an incredibly well-written.
Probability Matching Priors: Higher Order Asymptotics
Gauri Sankar Datta,Rahul Mukerjee
Author : Gauri Sankar Datta,Rahul Mukerjee
Publisher : Springer Science & Business Media
Page : 138 pages
File Size : 47,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461220367
Probability Matching Priors: Higher Order Asymptotics by Gauri Sankar Datta,Rahul Mukerjee Pdf
This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics.
Higher Order Asymptotic Theory for Time Series Analysis
Masanobu Taniguchi
Author : Masanobu Taniguchi
Publisher : Springer Science & Business Media
Page : 169 pages
File Size : 46,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461231547
Higher Order Asymptotic Theory for Time Series Analysis by Masanobu Taniguchi Pdf
The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an important topic. In 1986 I visited Center for Mul tivariate Analysis, University of Pittsburgh. I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. I am very grateful to the late Professor P.R. Krishnaiah for his cooperation and kindness. In Japan my research was mainly performed in Hiroshima University. There is a research group of statisticians who are interested in the asymptotic expansions in statistics. Throughout this book I often used the asymptotic expansion techniques. I thank all the members of this group, especially Professors Y. Fujikoshi and K. Maekawa foItheir helpful discussion. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T. Nagai, respectively. It is a pleasure to thank them for giving me much of research background.
Higher Order Asymptotic Theory for Time Series Analysis
Masanobu Taniguchi
Author : Masanobu Taniguchi
Publisher : Unknown
Page : 160 pages
File Size : 52,7 Mb
Release : 1991
Category : Asymptotic distribution (Probability theory)
ISBN : 3540975462
Higher Order Asymptotic Theory for Time Series Analysis by Masanobu Taniguchi Pdf
Higher-Order Time Asymptotics of Fast Diffusion in Euclidean Space: A Dynamical Systems Approach
Jochen Denzler,Herbert Koch, Robert J. McCann
Author : Jochen Denzler,Herbert Koch, Robert J. McCann
Publisher : American Mathematical Soc.
Page : 81 pages
File Size : 45,6 Mb
Release : 2015-02-06
Category : Mathematics
ISBN : 9781470414085
Higher-Order Time Asymptotics of Fast Diffusion in Euclidean Space: A Dynamical Systems Approach by Jochen Denzler,Herbert Koch, Robert J. McCann Pdf
This paper quantifies the speed of convergence and higher-order asymptotics of fast diffusion dynamics on Rn to the Barenblatt (self similar) solution. Degeneracies in the parabolicity of this equation are cured by re-expressing the dynamics on a manifold with a cylindrical end, called the cigar. The nonlinear evolution becomes differentiable in Hölder spaces on the cigar. The linearization of the dynamics is given by the Laplace-Beltrami operator plus a transport term (which can be suppressed by introducing appropriate weights into the function space norm), plus a finite-depth potential well with a universal profile. In the limiting case of the (linear) heat equation, the depth diverges, the number of eigenstates increases without bound, and the continuous spectrum recedes to infinity. The authors provide a detailed study of the linear and nonlinear problems in Hölder spaces on the cigar, including a sharp boundedness estimate for the semigroup, and use this as a tool to obtain sharp convergence results toward the Barenblatt solution, and higher order asymptotics. In finer convergence results (after modding out symmetries of the problem), a subtle interplay between convergence rates and tail behavior is revealed. The difficulties involved in choosing the right functional spaces in which to carry out the analysis can be interpreted as genuine features of the equation rather than mere annoying technicalities.
Multistage Selection and Ranking Procedures
Nitis Mukhopadhyay,Tumulesh K.S. Solanky
Author : Nitis Mukhopadhyay,Tumulesh K.S. Solanky
Publisher : CRC Press
Page : 434 pages
File Size : 50,7 Mb
Release : 1994-02-25
Category : Mathematics
ISBN : 0824790782
Multistage Selection and Ranking Procedures by Nitis Mukhopadhyay,Tumulesh K.S. Solanky Pdf
"This useful volume provides a thorough synthesis of second-order asymptotics in multistage sampling methodologies for selection and ranking unifying available second-order results in general and applying them to a host of situations Contains, in each chapter, helpful Notes and Overviews to facilitate comprehension, as well as Complements and Problems for more in-depth study of specific topics!"
Higher Order Asymptotics for Simple Linear Rank Statistics
R. J. M. M. Does
Author : R. J. M. M. Does
Publisher : Unknown
Page : 112 pages
File Size : 40,8 Mb
Release : 1982
Category : Asymptotic expansions
ISBN : UCAL:B2714753
Higher Order Asymptotics for Simple Linear Rank Statistics by R. J. M. M. Does Pdf
Inference and Asymptotics
D.R. Cox
Author : D.R. Cox
Publisher : Routledge
Page : 360 pages
File Size : 50,5 Mb
Release : 2017-10-19
Category : Mathematics
ISBN : 9781351438568
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.
Asymptotics of High Order Differential Equations
R. B. Paris,Alistair D. Wood
Author : R. B. Paris,Alistair D. Wood
Publisher : Longman
Page : 364 pages
File Size : 42,7 Mb
Release : 1986
Category : Asymptotic expansions
ISBN : UCAL:B4980151
Asymptotics of High Order Differential Equations by R. B. Paris,Alistair D. Wood Pdf
Weakly Nonlocal Solitary Waves and Beyond-All-Orders Asymptotics
John P. Boyd
Author : John P. Boyd
Publisher : Springer Science & Business Media
Page : 609 pages
File Size : 44,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461558255
Weakly Nonlocal Solitary Waves and Beyond-All-Orders Asymptotics by John P. Boyd Pdf
This is the first thorough examination of weakly nonlocal solitary waves, which are just as important in applications as their classical counterparts. The book describes a class of waves that radiate away from the core of the disturbance but are nevertheless very long-lived nonlinear disturbances.
Applied Asymptotics
A. R. Brazzale,A. C. Davison,N. Reid
Author : A. R. Brazzale,A. C. Davison,N. Reid
Publisher : Cambridge University Press
Page : 256 pages
File Size : 52,5 Mb
Release : 2007-05-31
Category : Business & Economics
ISBN : 0521847036
Applied Asymptotics by A. R. Brazzale,A. C. Davison,N. Reid Pdf
First practical treatment of small-sample asymptotics, enabling practitioners to apply new methods with confidence.
Inference and Asymptotics
D.R. Cox,O.E. Barndorff-Nielsen
Author : D.R. Cox,O.E. Barndorff-Nielsen
Publisher : CRC Press
Page : 376 pages
File Size : 55,7 Mb
Release : 1994-03-01
Category : Mathematics
ISBN : 041249440X
Inference and Asymptotics by D.R. Cox,O.E. Barndorff-Nielsen Pdf
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.
Second Order Asymptotics for the Discrete Analogue of a Class of Pseudodifferential Operators
Bin Shao
Author : Bin Shao
Publisher : Unknown
Page : 210 pages
File Size : 54,6 Mb
Release : 1994
Category : Operator equations
ISBN : UCSC:32106010051719
Second Order Asymptotics for the Discrete Analogue of a Class of Pseudodifferential Operators by Bin Shao Pdf
Oscillation, Nonoscillation, Stability and Asymptotic Properties for Second and Higher Order Functional Differential Equations
Leonid Berezansky,Alexander Domoshnitsky,Roman Koplatadze
Author : Leonid Berezansky,Alexander Domoshnitsky,Roman Koplatadze
Publisher : CRC Press
Page : 488 pages
File Size : 49,7 Mb
Release : 2020-05-18
Category : Mathematics
ISBN : 9781000048636
Oscillation, Nonoscillation, Stability and Asymptotic Properties for Second and Higher Order Functional Differential Equations by Leonid Berezansky,Alexander Domoshnitsky,Roman Koplatadze Pdf
Asymptotic properties of solutions such as stability/ instability,oscillation/ nonoscillation, existence of solutions with specific asymptotics, maximum principles present a classical part in the theory of higher order functional differential equations. The use of these equations in applications is one of the main reasons for the developments in this field. The control in the mechanical processes leads to mathematical models with second order delay differential equations. Stability and stabilization of second order delay equations are one of the main goals of this book. The book is based on the authors’ results in the last decade. Features: Stability, oscillatory and asymptotic properties of solutions are studied in correlation with each other. The first systematic description of stability methods based on the Bohl-Perron theorem. Simple and explicit exponential stability tests. In this book, various types of functional differential equations are considered: second and higher orders delay differential equations with measurable coefficients and delays, integro-differential equations, neutral equations, and operator equations. Oscillation/nonoscillation, existence of unbounded solutions, instability, special asymptotic behavior, positivity, exponential stability and stabilization of functional differential equations are studied. New methods for the study of exponential stability are proposed. Noted among them inlcude the W-transform (right regularization), a priory estimation of solutions, maximum principles, differential and integral inequalities, matrix inequality method, and reduction to a system of equations. The book can be used by applied mathematicians and as a basis for a course on stability of functional differential equations for graduate students.
Inference, Asymptotics, and Applications
Nancy Reid,Torben Martinussen
Author : Nancy Reid,Torben Martinussen
Publisher : World Scientific
Page : 364 pages
File Size : 47,5 Mb
Release : 2017-03-10
Category : Mathematics
ISBN : 9789813207875
Inference, Asymptotics, and Applications by Nancy Reid,Torben Martinussen Pdf
This book showcases the innovative research of Professor Skovgaard, by providing in one place a selection of his most important and influential papers. Introductions by colleagues set in context the highlights, key achievements, and impact, of each work. This book provides a survey of the field of asymptotic theory and inference as it was being pushed forward during an exceptionally fruitful time. It provides students and researchers with an overview of many aspects of the field.