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 2008-03-07 with total page 726 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.
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.
Download or read book written by and published by . This book was released on 2007 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
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.
Download or read book Asymptotic Theory Of Quantum Statistical Inference Selected Papers written by Masahito Hayashi and published by World Scientific. This book was released on 2005-02-21 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum statistical inference, a research field with deep roots in the foundations of both quantum physics and mathematical statistics, has made remarkable progress since 1990. In particular, its asymptotic theory has been developed during this period. However, there has hitherto been no book covering this remarkable progress after 1990; the famous textbooks by Holevo and Helstrom deal only with research results in the earlier stage (1960s-1970s).This book presents the important and recent results of quantum statistical inference. It focuses on the asymptotic theory, which is one of the central issues of mathematical statistics and had not been investigated in quantum statistical inference until the early 1980s. It contains outstanding papers after Holevo's textbook, some of which are of great importance but are not available now.The reader is expected to have only elementary mathematical knowledge, and therefore much of the content will be accessible to graduate students as well as research workers in related fields. Introductions to quantum statistical inference have been specially written for the book. Asymptotic Theory of Quantum Statistical Inference: Selected Papers will give the reader a new insight into physics and statistical inference.
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.
Download or read book Asymptotics in Statistics written by Lucien Le Cam and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second edition of a coherent introduction to the subject of asymptotic statistics as it has developed over the past 50 years. It differs from the first edition in that it is now more 'reader friendly' and also includes a new chapter on Gaussian and Poisson experiments, reflecting their growing role in the field. Most of the subsequent chapters have been entirely rewritten and the nonparametrics of Chapter 7 have been amplified. The volume is not intended to replace monographs on specialized subjects, but will help to place them in a coherent perspective. It thus represents a link between traditional material - such as maximum likelihood, and Wald's Theory of Statistical Decision Functions -- together with comparison and distances for experiments. Much of the material has been taught in a second year graduate course at Berkeley for 30 years.
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 442 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Download or read book A Course in Large Sample Theory written by Thomas S. Ferguson and published by Routledge. This book was released on 2017-09-06 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Course in Large Sample Theory is presented in four parts. The first treats basic probabilistic notions, the second features the basic statistical tools for expanding the theory, the third contains special topics as applications of the general theory, and the fourth covers more standard statistical topics. Nearly all topics are covered in their multivariate setting.The book is intended as a first year graduate course in large sample theory for statisticians. It has been used by graduate students in statistics, biostatistics, mathematics, and related fields. Throughout the book there are many examples and exercises with solutions. It is an ideal text for self study.
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 211 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.
Download or read book Mathematical Statistics written by Aleksandr Petrovich Korostelev and published by American Mathematical Soc.. This book was released on 2011 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: iPositive Give a man a fish, he eats for a day, but if you teach him to fish, you feed him for life. Such is the approach of iPositive. One day at the gym doesnt make a person fit for life; its a consistent dedication to getting the body in shape that eventually yields results. The lessons in iPositive work in much the same way: They challenge the reader to work to keep the mind in shape. The book is a powerful guide to personal happiness through positivity. Its concepts provide empowerment to overcome self-doubt, disbelief and inferiority complexes in order to transcend the negativity in life. iPositive is geared toward helping individuals become more focused on the things they most want in life, like happiness, love and success, or banish anchors that may be weighting them down, like stress, smoking or excess weight. The book gives readers the practical means to become more focused on those things they want in life, and serves as an inspirational manual for a life of fulfillment, and strength in body, mind and spirit.
Download or read book Mathematical Theory of Probability and Statistics written by Richard von Mises and published by Academic Press. This book was released on 2014-05-12 with total page 709 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical Theory of Probability and Statistics focuses on the contributions and influence of Richard von Mises on the processes, methodologies, and approaches involved in the mathematical theory of probability and statistics. The publication first elaborates on fundamentals, general label space, and basic properties of distributions. Discussions focus on Gaussian distribution, Poisson distribution, mean value variance and other moments, non-countable label space, basic assumptions, operations, and distribution function. The text then ponders on examples of combined operations and summation of chance variables characteristic function. The book takes a look at the asymptotic distribution of the sum of chance variables and probability inference. Topics include inference from a finite number of observations, law of large numbers, asymptotic distributions, limit distribution of the sum of independent discrete random variables, probability of the sum of rare events, and probability density. The text also focuses on the introduction to the theory of statistical functions and multivariate statistics. The publication is a dependable source of information for researchers interested in the mathematical theory of probability and statistics
Download or read book High Dimensional Statistics written by Martin J. Wainwright and published by Cambridge University Press. This book was released on 2019-02-21 with total page 571 pages. Available in PDF, EPUB and Kindle. Book excerpt: A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.
Download or read book Theory of Statistics written by Mark J. Schervish and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this graduate textbook is to provide a comprehensive advanced course in the theory of statistics covering those topics in estimation, testing, and large sample theory which a graduate student might typically need to learn as preparation for work on a Ph.D. An important strength of this book is that it provides a mathematically rigorous and even-handed account of both Classical and Bayesian inference in order to give readers a broad perspective. For example, the "uniformly most powerful" approach to testing is contrasted with available decision-theoretic approaches.
Download or read book Asymptotic Statistics written by Reinhard Höpfner and published by Walter de Gruyter GmbH & Co KG. This book was released on 2014-05-26 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes. The book can be read in different ways, according to possibly different mathematical preferences of the reader. One reader may focus on the statistical theory, and thus on the chapters about Gaussian shift models, mixed normal and quadratic models, and on local asymptotics where the limit model is a Gaussian shift or a mixed normal or a quadratic experiment (LAN, LAMN, LAQ). Another reader may prefer an introduction to stochastic process models where given statistical results apply, and thus concentrate on subsections or chapters on likelihood ratio processes and some diffusion type models where LAN, LAMN or LAQ occurs. Finally, readers might put together both aspects. The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area.
