Download or read book Asymptotic Distribution Theory for Degenerate U statistics from Stationary Sequences written by Edward G. Carlstein and published by . This book was released on 1986 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Distribution Theory in Nonparametric Statistics written by Manfred Denker and published by Springer-Verlag. This book was released on 2013-07-02 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Statistics written by Manfred Denker and published by Springer Science & Business Media. This book was released on 1990-04-01 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 §1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P. := J II x lis Q(dx)
Download or read book The Asymptotic Distribution of Degenerate U statistics written by S. Janson and published by . This book was released on 1979 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the asymptotic Distribution of U statistics written by Alan J. Lee and published by . This book was released on 1979 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt: The asymptotic distribution of a U-statistic is found in the case when the corresponding Von Mises functional is stationary of order 1. Practical methods for the tabulation of the limit distributions are discussed, and the results extended to certain incomplete U-statistics. (Author).
Download or read book Degenerate U and V statistics Under Weak Dependence written by Anne Leucht and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerous test statistics can be approximated by statistics of U- or V-type. In the case of i.i.d. random variables the limit distribution can be derived by a spectral decomposition of the kernel if the latter is square integrable. To use the same method for dependent data, restrictive assumptions on the associated eigenvalues and eigenfunctions are required. In the majority of cases, it is quite complicated or even impossible to check these conditions. Therefore we employ a wavelet decomposition of the kernel in order to derive the asymptotic distributions of U- and V-statistics for weakly dependent data. This approach only requires some moment constraints and smoothness assumptions concerning the kernel. The asymptotic distributions of U- and V-statistics for both independent and weakly dependent observations cannot be used directly since they depend on certain parameters, which in turn depend on the underlying situation in a complicated way. Therefore, problems arise as soon as critical values for test statistics of U- and V-type have to be determined. The bootstrap offers a convenient way to circumvent these problems, see [3] for the i.i.d. case. We derive the consistency of general bootstrap methods for statistics of weakly dependent data.
Download or read book Asymptotic Properties of Stationary Sequences written by Robert Cogburn and published by . This book was released on 1960 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Asymptotic Theory of Extreme Order Statistics written by János Galambos and published by . This book was released on 1987 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Download or read book The Asymptotic Theory of Extreme Order Statistics written by Janos Galambos and published by John Wiley & Sons. This book was released on 1978-05-03 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discusses the stochastic regularity in extreme behavior, presenting the asymptotic theory of extremes as the number of components making up the extremes increases indefinitely. Determines all limiting distributions under different sets of conditions and fully covering the multivariate extreme value theory. Offers for the first time in book form discussions of multivariate extreme value distributions (with full details), extreme value theory for dependent samples, and the almost sure behavior of extremes, extremes for random sample sizes, records and record times, and inequalities of estimates in the univariate case. Mathematically rigorous yet easily accessible, it is equally suitable for textbook adoption or as a major reference source.
Download or read book Dependence in Probability and Statistics written by Paul Doukhan and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Download or read book A First Course in Asymptotic Theory of Statistics written by T. K. Chandra and published by Alpha Science International, Limited. This book was released on 1999-01-01 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Starting with elementary notions of calculus, statistics and probability, the author introduces in this book the basic results of asymptotic theory through intuitive and motivated approaches with excellent exposure to various problems. Many theoretical and numerical examples have been worked out along with results that are not available in other books.
Download or read book Asymptotic Laws and Methods in Stochastics written by Donald Dawson and published by Springer. This book was released on 2015-11-12 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.
Download or read book Asymptotic Methods in Queuing Theory written by Aleksandr Alekseevich Borovkov and published by John Wiley & Sons. This book was released on 1984 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On Limiting Distributions of Intermediate Order Statistics from Stationary Sequences written by Vernon Watts and published by . This book was released on 1980 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of finding the asymptotic distribution of the maximum term from a stationary dependent sequence of random variables (r.v.'s) has been extensively investigated in the literature. Of particular interest are the cases in which the concept of 'approximate independence' is formulated mathematically in terms of conditions such as 'strong mixing' or, for normal sequences, conditions on the rate of decay of the covariances. Our objective in this paper is to obtain analogous results for so-called intermediate order statistics. A sequence is given of intermediate order statistics and intermediate rank sequence. These conditions parallel those used to obtain the corresponding result in the extreme order statistic problem, a primary difference being that certain more rapid 'mixing' rates have to be assumed. Using our procedure it is convenient to deal directly with an appropriate level exceedance problem and to regard that of asymptotic distributions as a specialization.
Download or read book U Statistics written by A. J. Lee and published by Routledge. This book was released on 2019-03-13 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1946 Paul Halmos studied unbiased estimators of minimum variance, and planted the seed from which the subject matter of the present monograph sprang. The author has undertaken to provide experts and advanced students with a review of the present status of the evolved theory of U-statistics, including applications to indicate the range and scope of U-statistic methods. Complete with over 200 end-of-chapter references, this is an invaluable addition to the libraries of applied and theoretical statisticians and mathematicians.
Download or read book Asymptotic Distribution Theory for Random U and GM Statistics with Application in Sequential Estimation written by Marc Aerts and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
