Robust asymptotic statistics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York u.a.
Springer
1994
|
| Schriftenreihe: | Springer series in statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXII, 390 S. |
| ISBN: | 0387942629 3540942629 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV009714150 | ||
| 003 | DE-604 | ||
| 005 | 20080130 | ||
| 007 | t | ||
| 008 | 940721s1994 xxu |||| 00||| eng d | ||
| 016 | 7 | |a 941779513 |2 DE-101 | |
| 020 | |a 0387942629 |9 0-387-94262-9 | ||
| 020 | |a 3540942629 |9 3-540-94262-9 | ||
| 035 | |a (OCoLC)29753900 | ||
| 035 | |a (DE-599)BVBBV009714150 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-29T |a DE-N2 |a DE-703 |a DE-824 |a DE-739 |a DE-19 |a DE-12 |a DE-20 |a DE-384 |a DE-521 |a DE-634 |a DE-83 |a DE-11 |a DE-188 | ||
| 050 | 0 | |a QA276.R515 1994 | |
| 082 | 0 | |a 519.5/4 20 | |
| 082 | 0 | |a 519.5/4 |2 20 | |
| 084 | |a QH 230 |0 (DE-625)141545: |2 rvk | ||
| 084 | |a QH 234 |0 (DE-625)141549: |2 rvk | ||
| 084 | |a SK 830 |0 (DE-625)143259: |2 rvk | ||
| 084 | |a 15 |2 sdnb | ||
| 084 | |a 27 |2 sdnb | ||
| 100 | 1 | |a Rieder, Helmut |d 1950- |e Verfasser |0 (DE-588)13367567X |4 aut | |
| 245 | 1 | 0 | |a Robust asymptotic statistics |c Helmut Rieder |
| 264 | 1 | |a New York u.a. |b Springer |c 1994 | |
| 300 | |a XXII, 390 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Springer series in statistics | |
| 650 | 7 | |a Analyse asymptotique |2 Jussieu | |
| 650 | 7 | |a Asymptotische analyse |2 gtt | |
| 650 | 4 | |a Estadística matemática | |
| 650 | 7 | |a Fonctionnelle Von Mises |2 Jussieu | |
| 650 | 7 | |a Régression robuste |2 Jussieu | |
| 650 | 7 | |a Statistique mathématique - Théorie asymptotique |2 ram | |
| 650 | 7 | |a Statistique non paramétrique |2 Jussieu | |
| 650 | 7 | |a Statistiques robustes |2 ram | |
| 650 | 4 | |a Robust statistics | |
| 650 | 4 | |a Mathematical statistics -- Asymptotic theory | |
| 650 | 0 | 7 | |a Asymptotische Statistik |0 (DE-588)4203167-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Robuste Statistik |0 (DE-588)4451047-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Robustheit |0 (DE-588)4126481-2 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Asymptotische Statistik |0 (DE-588)4203167-9 |D s |
| 689 | 0 | 1 | |a Robuste Statistik |0 (DE-588)4451047-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Asymptotische Statistik |0 (DE-588)4203167-9 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Asymptotische Statistik |0 (DE-588)4203167-9 |D s |
| 689 | 2 | 1 | |a Robustheit |0 (DE-588)4126481-2 |D s |
| 689 | 2 | |5 DE-188 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006425611&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006425611 | ||
Datensatz im Suchindex
| _version_ | 1804124061961289728 |
|---|---|
| adam_text | Contents
Preface vii
Notation xvii
Chapter 1: Von Mises Functionals 1
1.1 General Remarks 1
1.2 Regular Differentiations 1
1.3 The Delta Method 6
1.4 M Estimates 8
1.5 Quantiles 16
1.6 L Estimates 25
Chapter 2: Log Likelihoods 39
2.1 General Remarks 39
2.2 Contiguity and Asymptotic Normality 39
2.3 Differentiable Families 47
2.3.1 Differentiable Arrays 47
2.3.2 Smooth Parametric Families 56
2.3.3 Other Differentiability Notions 60
2.4 Linear Regression 61
Chapter 3: Asymptotic Statistics 71
3.1 General Remarks 71
3.2 Convolution Representation 71
3.3 Minimax Estimation 79
3.3.1 Normal Mean 79
3.3.2 Asymptotic Minimax Bound 90
3.4 Testing 99
3.4.1 Simple Hypotheses 99
3.4.2 Passage to the Normal Limit 102
3.4.3 One and Two Sided Hypotheses 103
3.4.4 Multisided Hypotheses 109
xiii
xiv Contents
Chapter 4: Nonparametric Statistics 123
4.1 Introduction 123
4.2 The Nonparametric Setup 124
4.2.1 Pull Neighborhood Systems 124
4.2.2 Asymptotically Linear Punctionals 129
4.2.3 Asymptotically Linear Estimators 134
4.3 Statistics of Functionals 138
4.3.1 Unbiased Estimation 139
4.3.2 Unbiased Testing 146
4.3.3 Remarks and Criticisms 156
4.4 Restricted Tangent Space 160
Chapter 5: Optimal Influence Curves 165
5.1 Introduction 165
5.2 Minimax Risk 166
5.3 Oscillation 170
5.3.1 Oscillation/Bias Terms 170
5.3.2 Minimax Oscillation 178
5.4 Robust Asymptotic Tests 184
5.5 Minimax Risk and Oscillation 194
5.5.1 Minimum Trace Subject to Bias Bound 195
5.5.2 Mean Square Error 207
5.5.3 Nonexistence of Strong Solution 209
5.5.4 Equivariance Under Reparametrizations 211
Chapter 6: Stable Constructions 219
6.1 The Construction Problem 219
6.2 M Equations 221
6.2.1 Location Parameter 223
6.2.2 General Parameter 227
6.3 Minimum Distance 235
6.3.1 MD Punctionals 235
6.3.2 MD Estimates 242
6.4 One Steps 246
6.4.1 Functionals 251
6.4.2 Estimators 255
Chapter 7: Robust Regression 261
7.1 The Ideal Model 261
7.2 Regression Neighborhoods 261
7.2.1 Errors in Variables 262
7.2.2 Error Free Variables 262
7.2.3 Translation Invariance 265
7.2.4 Neighborhood Submodels 266
Contents XV
7.2.5 Tangent Subspaces 267
7.3 Conditional Bias 268
7.3.1 General Properties 269
7.3.2 Explicit Terms 270
7.4 Optimal Influence Curves 273
7.4.1 Optimization Problems 273
7.4.2 Auxiliary Results 278
7.4.3 Contamination Optimality 285
7.4.4 Total Variation Optimality 297
7.4.5 Hellinger Optimality 304
7.5 Least Favorable Contamination Curves 309
7.5.1 Hellinger Saddle Points 310
7.5.2 Contamination Saddle Points 314
7.6 Equivariance Under Basis Change 319
7.6.1 Unstandardized Solutions 321
7.6.2 M Standardized Equivariant Solutions 325
7.6.3 Robust Prediction 329
Appendix A: Weak Convergence of Measures 331
A.I Basic Notions 331
A.2 Convergence of Integrals 336
A.3 Smooth Empirical Process 339
A.4 Square Integrable Empirical Process 344
Appendix B: Some Functional Analysis 355
B.I A Few Facts 355
B.2 Lagrange Multipliers 356
B.2.1 Neyman Pearson Lemma 361
Appendix C: Complements 365
C.I Parametric Finite Sample Results 365
C.2 Some Technical Results 368
C.2.1 Calculus 368
C.2.2 Topology 372
C.2.3 Matrices 373
Bibliography 377
Index 383
|
| any_adam_object | 1 |
| author | Rieder, Helmut 1950- |
| author_GND | (DE-588)13367567X |
| author_facet | Rieder, Helmut 1950- |
| author_role | aut |
| author_sort | Rieder, Helmut 1950- |
| author_variant | h r hr |
| building | Verbundindex |
| bvnumber | BV009714150 |
| callnumber-first | Q - Science |
| callnumber-label | QA276 |
| callnumber-raw | QA276.R515 1994 |
| callnumber-search | QA276.R515 1994 |
| callnumber-sort | QA 3276 R515 41994 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 230 QH 234 SK 830 |
| ctrlnum | (OCoLC)29753900 (DE-599)BVBBV009714150 |
| dewey-full | 519.5/420 519.5/4 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/4 20 519.5/4 |
| dewey-search | 519.5/4 20 519.5/4 |
| dewey-sort | 3519.5 14 220 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02523nam a2200661 c 4500</leader><controlfield tag="001">BV009714150</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20080130 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">940721s1994 xxu |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">941779513</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0387942629</subfield><subfield code="9">0-387-94262-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540942629</subfield><subfield code="9">3-540-94262-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)29753900</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV009714150</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-29T</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA276.R515 1994</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5/4 20</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5/4</subfield><subfield code="2">20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 230</subfield><subfield code="0">(DE-625)141545:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 234</subfield><subfield code="0">(DE-625)141549:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 830</subfield><subfield code="0">(DE-625)143259:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">15</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">27</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Rieder, Helmut</subfield><subfield code="d">1950-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)13367567X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Robust asymptotic statistics</subfield><subfield code="c">Helmut Rieder</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York u.a.</subfield><subfield code="b">Springer</subfield><subfield code="c">1994</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXII, 390 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Springer series in statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Analyse asymptotique</subfield><subfield code="2">Jussieu</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Asymptotische analyse</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Estadística matemática</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Fonctionnelle Von Mises</subfield><subfield code="2">Jussieu</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Régression robuste</subfield><subfield code="2">Jussieu</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistique mathématique - Théorie asymptotique</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistique non paramétrique</subfield><subfield code="2">Jussieu</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistiques robustes</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Robust statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical statistics -- Asymptotic theory</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Asymptotische Statistik</subfield><subfield code="0">(DE-588)4203167-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Robuste Statistik</subfield><subfield code="0">(DE-588)4451047-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Robustheit</subfield><subfield code="0">(DE-588)4126481-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Asymptotische Statistik</subfield><subfield code="0">(DE-588)4203167-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Robuste Statistik</subfield><subfield code="0">(DE-588)4451047-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Asymptotische Statistik</subfield><subfield code="0">(DE-588)4203167-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Asymptotische Statistik</subfield><subfield code="0">(DE-588)4203167-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Robustheit</subfield><subfield code="0">(DE-588)4126481-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006425611&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006425611</subfield></datafield></record></collection> |
| id | DE-604.BV009714150 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:39:41Z |
| institution | BVB |
| isbn | 0387942629 3540942629 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006425611 |
| oclc_num | 29753900 |
| open_access_boolean | |
| owner | DE-29T DE-N2 DE-703 DE-824 DE-739 DE-19 DE-BY-UBM DE-12 DE-20 DE-384 DE-521 DE-634 DE-83 DE-11 DE-188 |
| owner_facet | DE-29T DE-N2 DE-703 DE-824 DE-739 DE-19 DE-BY-UBM DE-12 DE-20 DE-384 DE-521 DE-634 DE-83 DE-11 DE-188 |
| physical | XXII, 390 S. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer series in statistics |
| spelling | Rieder, Helmut 1950- Verfasser (DE-588)13367567X aut Robust asymptotic statistics Helmut Rieder New York u.a. Springer 1994 XXII, 390 S. txt rdacontent n rdamedia nc rdacarrier Springer series in statistics Analyse asymptotique Jussieu Asymptotische analyse gtt Estadística matemática Fonctionnelle Von Mises Jussieu Régression robuste Jussieu Statistique mathématique - Théorie asymptotique ram Statistique non paramétrique Jussieu Statistiques robustes ram Robust statistics Mathematical statistics -- Asymptotic theory Asymptotische Statistik (DE-588)4203167-9 gnd rswk-swf Robuste Statistik (DE-588)4451047-0 gnd rswk-swf Robustheit (DE-588)4126481-2 gnd rswk-swf Asymptotische Statistik (DE-588)4203167-9 s Robuste Statistik (DE-588)4451047-0 s DE-604 Robustheit (DE-588)4126481-2 s DE-188 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006425611&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rieder, Helmut 1950- Robust asymptotic statistics Analyse asymptotique Jussieu Asymptotische analyse gtt Estadística matemática Fonctionnelle Von Mises Jussieu Régression robuste Jussieu Statistique mathématique - Théorie asymptotique ram Statistique non paramétrique Jussieu Statistiques robustes ram Robust statistics Mathematical statistics -- Asymptotic theory Asymptotische Statistik (DE-588)4203167-9 gnd Robuste Statistik (DE-588)4451047-0 gnd Robustheit (DE-588)4126481-2 gnd |
| subject_GND | (DE-588)4203167-9 (DE-588)4451047-0 (DE-588)4126481-2 |
| title | Robust asymptotic statistics |
| title_auth | Robust asymptotic statistics |
| title_exact_search | Robust asymptotic statistics |
| title_full | Robust asymptotic statistics Helmut Rieder |
| title_fullStr | Robust asymptotic statistics Helmut Rieder |
| title_full_unstemmed | Robust asymptotic statistics Helmut Rieder |
| title_short | Robust asymptotic statistics |
| title_sort | robust asymptotic statistics |
| topic | Analyse asymptotique Jussieu Asymptotische analyse gtt Estadística matemática Fonctionnelle Von Mises Jussieu Régression robuste Jussieu Statistique mathématique - Théorie asymptotique ram Statistique non paramétrique Jussieu Statistiques robustes ram Robust statistics Mathematical statistics -- Asymptotic theory Asymptotische Statistik (DE-588)4203167-9 gnd Robuste Statistik (DE-588)4451047-0 gnd Robustheit (DE-588)4126481-2 gnd |
| topic_facet | Analyse asymptotique Asymptotische analyse Estadística matemática Fonctionnelle Von Mises Régression robuste Statistique mathématique - Théorie asymptotique Statistique non paramétrique Statistiques robustes Robust statistics Mathematical statistics -- Asymptotic theory Asymptotische Statistik Robuste Statistik Robustheit |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006425611&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT riederhelmut robustasymptoticstatistics |