Asymptotic Theory In Probability And Statistics With Applications

Author : T. L. Lai
Publisher :
ISBN 13 :
Total Pages : 560 pages
Book Rating : 4.55/5 ( download)

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Download or read book Asymptotic Theory in Probability and Statistics with Applications written by T. L. Lai and published by . This book was released on 2008 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Anirban DasGupta
Publisher : Springer Science & Business Media
ISBN 13 : 0387759719
Total Pages : 727 pages
Book Rating : 4.15/5 ( download)

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Download or read book Asymptotic Theory of Statistics and Probability written by Anirban DasGupta and published by Springer Science & Business Media. This book was released on 2008-02-06 with total page 727 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : B. L. S. Prakasa Rao
Publisher :
ISBN 13 :
Total Pages : 458 pages
Book Rating : 4.48/5 ( download)

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Download or read book Asymptotic Theory of Statistical Inference written by B. L. S. Prakasa Rao and published by . This book was released on 1987-01-16 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : I.A. Ibragimov
Publisher : Springer Science & Business Media
ISBN 13 : 1489900276
Total Pages : 410 pages
Book Rating : 4.72/5 ( download)

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Download or read book Statistical Estimation written by I.A. Ibragimov and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : N. Balakrishnan
Publisher : Springer Science & Business Media
ISBN 13 : 1461202094
Total Pages : 541 pages
Book Rating : 4.97/5 ( download)

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Download or read book Asymptotic Methods in Probability and Statistics with Applications written by N. Balakrishnan and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditions of the 150-year-old St. Petersburg School of Probability and Statis tics had been developed by many prominent scientists including P. L. Cheby chev, A. M. Lyapunov, A. A. Markov, S. N. Bernstein, and Yu. V. Linnik. In 1948, the Chair of Probability and Statistics was established at the Department of Mathematics and Mechanics of the St. Petersburg State University with Yu. V. Linik being its founder and also the first Chair. Nowadays, alumni of this Chair are spread around Russia, Lithuania, France, Germany, Sweden, China, the United States, and Canada. The fiftieth anniversary of this Chair was celebrated by an International Conference, which was held in St. Petersburg from June 24-28, 1998. More than 125 probabilists and statisticians from 18 countries (Azerbaijan, Canada, Finland, France, Germany, Hungary, Israel, Italy, Lithuania, The Netherlands, Norway, Poland, Russia, Taiwan, Turkey, Ukraine, Uzbekistan, and the United States) participated in this International Conference in order to discuss the current state and perspectives of Probability and Mathematical Statistics. The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches. The main theme of the Conference was chosen in the tradition of the St.

Author : A. W. van der Vaart
Publisher : Cambridge University Press
ISBN 13 : 9780521784504
Total Pages : 470 pages
Book Rating : 4.06/5 ( download)

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Download or read book Asymptotic Statistics written by A. W. van der Vaart and published by Cambridge University Press. This book was released on 2000-06-19 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Brendan McCabe
Publisher : Manchester University Press
ISBN 13 : 9780719030536
Total Pages : 338 pages
Book Rating : 4.36/5 ( download)

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Download or read book Elements of Modern Asymptotic Theory with Statistical Applications written by Brendan McCabe and published by Manchester University Press. This book was released on 1993 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Lucien Le Cam
Publisher : Springer Science & Business Media
ISBN 13 : 1461249465
Total Pages : 767 pages
Book Rating : 4.67/5 ( download)

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Download or read book Asymptotic Methods in Statistical Decision Theory written by Lucien Le Cam and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 767 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book grew out of lectures delivered at the University of California, Berkeley, over many years. The subject is a part of asymptotics in statistics, organized around a few central ideas. The presentation proceeds from the general to the particular since this seemed the best way to emphasize the basic concepts. The reader is expected to have been exposed to statistical thinking and methodology, as expounded for instance in the book by H. Cramer [1946] or the more recent text by P. Bickel and K. Doksum [1977]. Another pos sibility, closer to the present in spirit, is Ferguson [1967]. Otherwise the reader is expected to possess some mathematical maturity, but not really a great deal of detailed mathematical knowledge. Very few mathematical objects are used; their assumed properties are simple; the results are almost always immediate consequences of the definitions. Some objects, such as vector lattices, may not have been included in the standard background of a student of statistics. For these we have provided a summary of relevant facts in the Appendix. The basic structures in the whole affair are systems that Blackwell called "experiments" and "transitions" between them. An "experiment" is a mathe matical abstraction intended to describe the basic features of an observational process if that process is contemplated in advance of its implementation. Typically, an experiment consists of a set E> of theories about what may happen in the observational process.

Author : Masanobu Taniguchi
Publisher : Springer Science & Business Media
ISBN 13 : 146121162X
Total Pages : 671 pages
Book Rating : 4.24/5 ( download)

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Download or read book Asymptotic Theory of Statistical Inference for Time Series written by Masanobu Taniguchi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Emmanuel Rio
Publisher : Springer
ISBN 13 : 3662543230
Total Pages : 204 pages
Book Rating : 4.38/5 ( download)

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Download or read book Asymptotic Theory of Weakly Dependent Random Processes written by Emmanuel Rio and published by Springer. This book was released on 2017-04-13 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.