Asymptotic Statistics

Name: Asymptotic Statistics
Price: 64.28 USD
Availability: InStock
ISBN: 9780521784504

ISBN-10: 0521784506

ISBN-13: 9780521784504

Edition: 2000

Authors: A W van der Vaart, R. Gill, B. D. Ripley, S. Ross, M. Stein

List price: $71.99

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Description:

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…

Book details

List price: $71.99
Copyright year: 2000
Publisher: Cambridge University Press
Publication date: 6/19/2000
Binding: Paperback
Pages: 462
Size: 6.81" wide x 9.09" long x 1.06" tall
Weight: 2.068
Language: English




Introduction



Stochastic convergence



The delta-method



Moment estimators



M- and Z-estimators



Contiguity



Local asymptotic normality



Efficiency of estimators



Limits of experiments



Bayes procedures



Projections



U-statistics



Rank, sign, and permutation statistics



Relative efficiency of tests



Efficiency of tests



Likelihood ratio tests



Chi-square tests



Stochastic convergence in metric spaces



Empirical processes



The functional delta-method



Quantiles and order statistics



L-statistics



The bootstrap



Nonparametric density estimation



Semiparametric models