Analytic statistical models:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Hayward, Calif.
1990
|
| Series: | Institute of Mathematical Statistics <Hayward, Calif.>: IMS lecture notes / Monograph series
15 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VII, 167 S. |
| ISBN: | 094060020X |
Staff View
MARC
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| 245 | 1 | 0 | |a Analytic statistical models |c Ib M. Skovgaard |
| 264 | 1 | |a Hayward, Calif. |c 1990 | |
| 300 | |a VII, 167 S. | ||
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| 490 | 1 | |a Institute of Mathematical Statistics <Hayward, Calif.>: IMS lecture notes / Monograph series |v 15 | |
| 502 | |a Zugl.: Copenhagen, Veterinary and Agricultural Univ., Diss., 1990 | ||
| 650 | 4 | |a Statistique mathématique - Théorie asymptotique | |
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Record in the Search Index
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Table of contents
Chapter 1 Mathematical Prerequisites 1
1 Multilinear mappings between vector spaces 1
2 Differentiability of functions between vector spaces 6
3 Analytic functions between vector spaces H
4 Moments and cumulants of random vectors 13
5 Some inequalities for symmetric multilinear mappings 20
Chapter 2 The Class of Analytic Models 25
1 Introduction 25
2 Definition of an analytic model 27
3 Basic lemmas for analytic models 29
4 Equivalent definitions 37
5 The index of a model 45
6 Invariance properties 56
7 Some approximation result 69
8 The generated infinite dimensional exponential family 75
Chapter 3 Examples and Special Types of Models 84
1 Introduction 84
2 Linear exponential families 85
3 Curved exponential families 88
4 One dimensional location models 89
5 Cauchy location model 92
6 Location and scale models 92
7 Cauchy location and scale model 96
8 Uniform distributions 97
9 Piecewise linear regression 97
10 The Weibull distribution 97
Chapter 4 First order asymptotic theory for sequences of
analytic models 99
1 Introduction 99
2 Sequences of analytic models 100
3 Asymptotic normality of the local maximum likelihood estimator 106
4 Asymptotic distributions of test statistics HI
5 Generalized linear models 117
6 Linear normal models with known variance 120
7 Linear normal models with unknown variance 121
8 Location models with fixed unknown scale 123
9 Gamma distribution with fixed unknown shape 124
10 Log linear Poisson models 128
11 Logistic regression 130
12 Generalized non linear models 133
13 One parameter exponential regression function 135
14 Two parameter exponential regression function 138
Chapter 5 Higher order asymptotic theory for
independent replications 141
1 Introduction 141
2 Edgeworth expansions for the log likelihood differentials 144
3 Edgeworth expansions for the local maximum likelihood estimator 147
4 Consistency of the maximum likelihood estimator 150
Prospects of further development 156
Sammenfatning (summary in Danish) 159
References 103
Author index 165
List of preferred symbols and notations 166 |
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| discipline | Mathematik |
| format | Thesis Book |
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| indexdate | 2024-12-06T09:03:19Z |
| institution | BVB |
| isbn | 094060020X |
| language | English |
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| physical | VII, 167 S. |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
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| series2 | Institute of Mathematical Statistics <Hayward, Calif.>: IMS lecture notes / Monograph series |
| spelling | Skovgaard, Ib M. Verfasser aut Analytic statistical models Ib M. Skovgaard Hayward, Calif. 1990 VII, 167 S. txt rdacontent n rdamedia nc rdacarrier Institute of Mathematical Statistics <Hayward, Calif.>: IMS lecture notes / Monograph series 15 Zugl.: Copenhagen, Veterinary and Agricultural Univ., Diss., 1990 Statistique mathématique - Théorie asymptotique Statistique mathématique - Théorie asymptotique ram Mathematical statistics Asymptotic theory Statistisches Modell (DE-588)4121722-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Statistisches Modell (DE-588)4121722-6 s DE-604 Monograph series Institute of Mathematical Statistics <Hayward, Calif.>: IMS lecture notes 15 (DE-604)BV008930051 15 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002793235&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Skovgaard, Ib M. Analytic statistical models Statistique mathématique - Théorie asymptotique Statistique mathématique - Théorie asymptotique ram Mathematical statistics Asymptotic theory Statistisches Modell (DE-588)4121722-6 gnd |
| subject_GND | (DE-588)4121722-6 (DE-588)4113937-9 |
| title | Analytic statistical models |
| title_auth | Analytic statistical models |
| title_exact_search | Analytic statistical models |
| title_full | Analytic statistical models Ib M. Skovgaard |
| title_fullStr | Analytic statistical models Ib M. Skovgaard |
| title_full_unstemmed | Analytic statistical models Ib M. Skovgaard |
| title_short | Analytic statistical models |
| title_sort | analytic statistical models |
| topic | Statistique mathématique - Théorie asymptotique Statistique mathématique - Théorie asymptotique ram Mathematical statistics Asymptotic theory Statistisches Modell (DE-588)4121722-6 gnd |
| topic_facet | Statistique mathématique - Théorie asymptotique Mathematical statistics Asymptotic theory Statistisches Modell Hochschulschrift |
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