Asymptotic Statistics
A.W. van der Vaart
Main subject categories: • Mathematical statistics ‒ Asymptotic theory • Asymptotic analysis
Here is a practical and mathematically rigorous introduction to the field of asymptotic statistics. In addition to most of the standard topics of an asymptotics course--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, one of the book's unifying themes that mainly entails the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation.
Thể loại:
Tập:
3
Năm:
1998
In lần thứ:
1
Nhà xuát bản:
Cambridge University Press
Ngôn ngữ:
english
Trang:
460
ISBN 10:
0521784506
ISBN 13:
9780521784504
Loạt:
Cambridge Series in Statistical and Probabilistic Mathematics
File:
DJVU, 5.02 MB
IPFS:
,
english, 1998