logo资料库

Asymptotic Statistics.pdf

发布时间：2022-06-16 发布人：admin 分类：说明书 资料大小：10.74M 资料格式：pdf 举报 版权申诉
第1页 / 共458页
第2页 / 共458页
第3页 / 共458页
第4页 / 共458页
第5页 / 共458页
第6页 / 共458页
第7页 / 共458页
第8页 / 共458页
资料共458页，剩余部分请下载后查看
    Cover
    Description
    Title
    Copyright Page
    Contents
    Preface
    Notation
    Chapter 1: Introduction
    Chapter 2: Stochastic Convergence
    Chapter 3: Delta Method
    Chapter 4: Moment Estimators
    Chapter 5: M- and Z-Estimators
    Chapter 6: Contiguity
    Chapter 7: Local Asymptotic Normality
    Chapter 8: Efficiency of Estimators
    Chapter 9: Limits of Experiments
    Chapter 10: Bayes Procedures
    Chapter 11: Projections
    Chapter 12: U-Statistics
    Chapter 13: Rank, Sign, and Permutation Statistics
    Chapter 14: Relative Efficiency of Tests
    Chapter 15: Efficiency of Tests
    Chapter 16: Likelihood Ratio Tests
    Chapter 17: Chi-Square Tests
    Chapter 18: Stochastic Convergence in Metric Spaces
    Chapter 19: Empirical Processes
    Chapter 20: Functional Delta Method
    Chapter 21: Quantiles and Order Statistics
    Chapter 22: L-Statistics
    Chapter 23: Bootstrap
    Chapter 24: Nonparametric Density Estimation
    Chapter 25: Semiparametric Models
    References
    Index
    ###E###
    Asymptotic Statistics and mathematically This book is an introduction is both practical treatment most of the standard topics lihood rank procedure sernipararnetric applicat to the field of asymptotic statistics. The rigorous. In additi on to including like­ of an asymptotics course, ficiency, on, asymptotic ef U-stat s, the book also presents recent models, the bootst istics, and such as research topics and their rap, and empirical processes M-estimati inference, ions. One of the unifying themes is the experi­ by limit the local ments. This entails with smooth set-up gle, normally of asymptotic stat mainly parameters distributed approximation of the classical i.i.d. approximation by location experiments a sin­ involving standard subjects observation. Thus, even the Suitable as a text for a graduate istics are presented in a novel or Maste way. r's level researchers in statistics, probability, statistics and their course, applicati this ons book also gives an overview of the latest research in asymptotic statistics. A.W. van Mathemati der Vaart is Professor of Statistics in the Department of cs and Computer Science at the Vrije Universiteit, Amsterdam.
    CAMBRIDGE S ERIES IN S TA T I S T I C AL AND PROBA B I L I S T I C MATHEMATICS Editorial Board: of Mathematics, Utrecht University of Statistics, University of Oxford Department Department R. Gill, B.D. Ripley, S. Ross, Department M. Stein, Department D. Willia ms, School of Mathematical Sciences, University of Bath of Industrial of Statistics, Engineering, University of Chicago University of California, Berkeley of high-qua of stochastic applicable vision mathemati textbooks cs. The topics range from pure and applied and expository monographs covers lity upper-di This series all aspects statistics to probability theory, gramming. The books contain also of the state of theoretical made possible operati clear methods, the books also contain the art in classical methods. While emphasizing pro­ in the field and ions of new developments rigorous of ons research, optimiza presentat tion, and mathematical treatment by advances in computational applicat ions and discussions practi ce. of new techniques Already published 1 . Bootstrap Methods Chains, by J. Norris 2. Markov and Their Application, by A.C. Davison and D.V. Hinkley
    Asymptotic Statistics A.W. VANDER VAART CAMBRIDGE UNIVERSITY PRESS
    PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE CAMBRIDGE UNIVERSITY PRESS Street, Cambridge, The Pitt Building, United Kingdom Trumpington Cambridge CB2 2RU, UK http://www.cup.cam.ac.uk USA http://www.cup.org The Edinburgh Building, 40 West 20th Street, New York, NY 10011-4211, 10 Stamford Road, Oakleigh, Ruiz de Alarcon 13, 28014 Madrid, Spain Melbourne 3166, Australia © Cambridge University Press 1998 This book is in copyright. to the provisions no reproduction the written permission Subject to statutory of relevant collective licensing of any part may take place without of Cambridge University Press. exception and agreements, First published First paperback edition 2000 1998 Printed in the United States of America Typeset in Times Roman 10112.5 pt in LKfff(2 [TB] A catalog for this book is available record Library of Congress Cataloging data I A.W. van der Vaart. Vaart, A.W. van der Asymtotic statistics in Publication from the British Library p. em. - (Cambridge series in statistical and probablistic references. mathematics) Includes bibliographical 1. Mathematical statistics II. Series: cambridge series on statistical mathematics. CA276.V22 1998 519.5-dc21 - Asymptotic theory. I. Title. and probablistic 98-15176 ISBN 0 521 49603 9 hardback ISBN 0 521 78450 6 paperback
    To Maryse and Marianne
    Contents Preface Notation page xiii page XV 1 . Introduction ons of Moments Determining in Total Variation Problems o and 0 Symbols stic Functions Classes Logarithm Theorem Statistical Optimality 1 . 1 . Approximate 1 .2. Asymptotic 1 .3. Limitati 1.4. The Index n 2. Stochastic Convergence 1 Procedures 1 2 Theory 3 4 5 5 2.1 . Basic Theory 2.2. Stochastic 12 *2.3. Characteri 13 *2.4. Almost -Sure Representations 17 17 *2.5. Convergence *2.6. Convergence- 1 8 *2.7. Law of the Iterated 19 20 *2.8. Linde berg-Feller 22 *2.9. Convergence 24 25 25 30 3 1 32 33 34 35 35 37 40 41 41 44 5 1 3.1 . Basic Result 3.2. Variance-Stabilizing *3.3. Higher-Order Expansions *3.4. Uniform Delta Method *3.5. Moments 5.1. Introduction 5.2. Consist ency 5.3. Asymptotic of Moments 4.1 . Method *4.2. Exponential Families Problems Estimators Problems 5. M-and Z-Estimators Normality Vll 3. Delta Method Transformati ons 4. Moment
    Vlll Contents ood Estimators Parameters Likelih *5.4. Estimated 5.5. Maximum *5.6. Classica l Conditions *5.7. One-Step Estimators *5.8. Rates of Convergence *5.9. Argmax Theorem Problems 6. Contiguity 6.1 . Likelihood 6.2. Contiguity Ratios Problems 60 61 67 7 1 75 79 83 85 85 87 91 92 92 93 Experiment 97 7. Local Asymptotic Normality 7.1 . Introduction hood 7.2. Expanding 7.3. Convergence 7.4. Maximum *7.5. Limit Distributi *7.6. Local Asymptotic to a Normal the Likeli Likelihood Problems 8. Efficiency of Estimators Concent ration Normality 100 ons under Alternatives 103 103 106 108 108 1 10 Efficiency 8.1 . Asymptotic 8.2. Relative 8.3. Lower Bound for Experiments 1 1 1 8.4. Estimating Means Normal 8.5. Convolution Theorem 8.6. Almost-Everywhere Convolution 1 12 1 15 Theorem *8.7. Local Asymptotic Minimax *8.8. Shrinkage Estimators *8.9. Achieving the Bound *8. 10. Large Deviations Problems of Experiments 9.1 . Introduction 9.2. Asymptotic 9.3. Asymptotic 9.4. Uniform Distributi 9.5. Pareto 9.6. Asymptotic Mixed 9.7. Heuristics 1 15 Theorem 1 17 1 19 120 122 123 125 125 Theorem 126 127 129 130 1 3 1 136 137 138 138 140 10. 1 . Introduction 10.2. Bernstein Representation Normality -von Mises Theorem Distribution Normality Problems on 9. Limits 10. Bayes Procedures
    分享到：
    赞 收藏

    相关推荐

    资料库

    行业

    共收录7266份资料，累计15个分类，关注成员有19位，主要包括：物流,旅游,餐饮零售,网络游戏,咨询,金融,电子政务,外包,教育,制造,医疗,嵌入式,互联网,交通,电信

    热门标签

    物流 旅游 餐饮零售 网络游戏 咨询 金融 电子政务 外包 教育 制造 医疗 嵌入式 互联网 交通 电信

    最新资料