Large sample methods in statistics: an introduction with applications
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York u.a.
Chapman & Hall
1993
|
| Edition: | 1. publ. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XII, 382 S. graph. Darst. |
| ISBN: | 0412042215 |
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MARC
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| 100 | 1 | |a Sen, Pranab Kumar |d 1937- |e Verfasser |0 (DE-588)124306942 |4 aut | |
| 245 | 1 | 0 | |a Large sample methods in statistics |b an introduction with applications |c Pranab K. Sen ; Julio M. Singer |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a New York u.a. |b Chapman & Hall |c 1993 | |
| 300 | |a XII, 382 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
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| 650 | 4 | |a Asymptotic distribution (Probability theory) | |
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Record in the Search Index
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| adam_text | Contents
Preface xi
1 Objectives and Scope: General Introduction 1
1.1 Introduction 1
1.2 Large sample methods: an overview of applications 3
1.3 The organization of this book 10
1.4 Basic tools and concepts 16
1.5 Concluding notes 29
1.6 Exercises 29
2 Stochastic Convergence 31
2.1 Introduction 31
2.2 Modes of stochastic convergence 34
2.3 Probability inequalities and laws of large numbers 48
2.4 Inequalities and laws of large numbers for some dependent
variables 72
2.5 Some miscellaneous convergence results 85
2.6 Concluding notes 91
2.7 Exercises 92
3 Weak Convergence and Central Limit Theorems 97
3.1 Introduction 97
3.2 Some important tools 102
3.3 Central limit theorems 107
3.4 Projection results and variance stabilizing transformations 125
3.5 Rates of convergence to normality 147
3.6 Concluding notes 151
3.7 Exercises 152
viii CONTENTS
4 Large Sample Behavior of Empirical Distributions and Or¬
der Statistics 155
4.1 Introduction 155
4.2 Preliminary notions 157
4.3 Sample quantiles 166
4.4 Extreme order statistics 173
4.5 Empirical distributions 184
4.6 Functions of order statistics and empirical distributions 188
4.7 Concluding notes 195
4.8 Exercises 195
5 Asymptotic Behavior of Estimators and Test Statistics 201
5.1 Introduction 201
5.2 Asymptotic behavior of maximum likelihood estimators 202
5.3 Asymptotic properties of [/ statistics and related estimators 210
5.4 Asymptotic behavior of other classes of estimators 219
5.5 Asymptotic efficiency of estimators 228
5.6 Asymptotic behavior of some test statistics 234
5.7 Concluding notes 244
5.8 Exercises 246
6 Large Sample Theory for Categorical Data Models 247
6.1 Introduction 247
6.2 Nonparametric goodness of flt tests 249
6.3 Estimation and goodness of flt tests: parametric case 253
6.4 Asymptotic theory for some other important statistics 262
6.5 Concluding notes 266
6.6 Exercises 266
7 Large Sample Theory for Regression Models 273
7.1 Introduction 273
7.2 Generalized least squares procedures 276
7.3 Robust estimators 291
7.4 Generalized linear models 300
7.5 Generalized least squares versus generalized estimating
equations 314
7.6 Nonparametric regression 317
7.7 Concluding notes 322
7.8 Exercises 323
CONTENTS ix
8 Invariance Principles in Large Sample Theory 327
8.1 Introduction 327
8.2 Weak invariance principles 328
8.3 Weak convergence of partial sum processes 332
8.4 Weak convergence of empirical processes 343
8.5 Weak convergence and statistical functionals 354
8.6 Weak convergence and nonparametrics 360
8.7 Strong invariance principles 366
8.8 Concluding notes 367
8.9 Exercises 368
References 371
Index 377
|
| any_adam_object | 1 |
| author | Sen, Pranab Kumar 1937- Singer, Julio M. |
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| author_facet | Sen, Pranab Kumar 1937- Singer, Julio M. |
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| dewey-search | 519.5/2 519.5/2 20 |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. publ. |
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| institution | BVB |
| isbn | 0412042215 |
| language | English |
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| spelling | Sen, Pranab Kumar 1937- Verfasser (DE-588)124306942 aut Large sample methods in statistics an introduction with applications Pranab K. Sen ; Julio M. Singer 1. publ. New York u.a. Chapman & Hall 1993 XII, 382 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Asymptotische verdeling gtt Distribution asymptotique (Théorie des probabilités) Processus stochastiques Stochastische processen gtt Asymptotic distribution (Probability theory) Stochastic processes Statistik (DE-588)4056995-0 gnd rswk-swf Stichprobennahme (DE-588)4183250-4 gnd rswk-swf Stichprobe (DE-588)4057502-0 gnd rswk-swf Asymptotische Statistik (DE-588)4203167-9 gnd rswk-swf Stichprobenumfang (DE-588)4183251-6 gnd rswk-swf Asymptotische Statistik (DE-588)4203167-9 s DE-604 Statistik (DE-588)4056995-0 s Stichprobennahme (DE-588)4183250-4 s Stichprobenumfang (DE-588)4183251-6 s Stichprobe (DE-588)4057502-0 s DE-188 Singer, Julio M. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006377526&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Sen, Pranab Kumar 1937- Singer, Julio M. Large sample methods in statistics an introduction with applications Asymptotische verdeling gtt Distribution asymptotique (Théorie des probabilités) Processus stochastiques Stochastische processen gtt Asymptotic distribution (Probability theory) Stochastic processes Statistik (DE-588)4056995-0 gnd Stichprobennahme (DE-588)4183250-4 gnd Stichprobe (DE-588)4057502-0 gnd Asymptotische Statistik (DE-588)4203167-9 gnd Stichprobenumfang (DE-588)4183251-6 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4183250-4 (DE-588)4057502-0 (DE-588)4203167-9 (DE-588)4183251-6 |
| title | Large sample methods in statistics an introduction with applications |
| title_auth | Large sample methods in statistics an introduction with applications |
| title_exact_search | Large sample methods in statistics an introduction with applications |
| title_full | Large sample methods in statistics an introduction with applications Pranab K. Sen ; Julio M. Singer |
| title_fullStr | Large sample methods in statistics an introduction with applications Pranab K. Sen ; Julio M. Singer |
| title_full_unstemmed | Large sample methods in statistics an introduction with applications Pranab K. Sen ; Julio M. Singer |
| title_short | Large sample methods in statistics |
| title_sort | large sample methods in statistics an introduction with applications |
| title_sub | an introduction with applications |
| topic | Asymptotische verdeling gtt Distribution asymptotique (Théorie des probabilités) Processus stochastiques Stochastische processen gtt Asymptotic distribution (Probability theory) Stochastic processes Statistik (DE-588)4056995-0 gnd Stichprobennahme (DE-588)4183250-4 gnd Stichprobe (DE-588)4057502-0 gnd Asymptotische Statistik (DE-588)4203167-9 gnd Stichprobenumfang (DE-588)4183251-6 gnd |
| topic_facet | Asymptotische verdeling Distribution asymptotique (Théorie des probabilités) Processus stochastiques Stochastische processen Asymptotic distribution (Probability theory) Stochastic processes Statistik Stichprobennahme Stichprobe Asymptotische Statistik Stichprobenumfang |
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