Asymptotic Statistics:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Basel
Birkhäuser Basel
1990
|
Schriftenreihe: | DMV Seminar
14 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at Schloß Reisensburg, Günzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhäuser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 §1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P. := J II x lis Q(dx) < 00, for some integer s;::: 3, and that Q is normalized, (1.2) J x(i)Q(dx) = 0 (1 ~ i ~ k), J x(i)x(j)Q(dx) = Dij (1 ~ i,j ~ k) |
Beschreibung: | 1 Online-Ressource |
ISBN: | 9783034892544 9783034899642 |
DOI: | 10.1007/978-3-0348-9254-4 |
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Datensatz im Suchindex
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author | Bhattacharya, Rabindra N. 1937- |
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author_facet | Bhattacharya, Rabindra N. 1937- |
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discipline | Allgemeine Naturwissenschaft Mathematik |
doi_str_mv | 10.1007/978-3-0348-9254-4 |
format | Electronic eBook |
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spelling | Bhattacharya, Rabindra N. 1937- Verfasser (DE-588)120600188 aut Asymptotic Statistics by Rabi Bhattacharya, Manfred Denker Basel Birkhäuser Basel 1990 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier DMV Seminar 14 These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at Schloß Reisensburg, Günzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhäuser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 §1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P. := J II x lis Q(dx) < 00, for some integer s;::: 3, and that Q is normalized, (1.2) J x(i)Q(dx) = 0 (1 ~ i ~ k), J x(i)x(j)Q(dx) = Dij (1 ~ i,j ~ k) Science (General) Science, general Naturwissenschaft Asymptotische Statistik (DE-588)4203167-9 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift gnd-content Asymptotische Statistik (DE-588)4203167-9 s 2\p DE-604 Denker, Manfred 1944- Sonstige (DE-588)108215253 oth DMV Seminar 14 (DE-604)BV000020322 14 https://doi.org/10.1007/978-3-0348-9254-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Bhattacharya, Rabindra N. 1937- Asymptotic Statistics DMV Seminar Science (General) Science, general Naturwissenschaft Asymptotische Statistik (DE-588)4203167-9 gnd |
subject_GND | (DE-588)4203167-9 (DE-588)1071861417 |
title | Asymptotic Statistics |
title_auth | Asymptotic Statistics |
title_exact_search | Asymptotic Statistics |
title_full | Asymptotic Statistics by Rabi Bhattacharya, Manfred Denker |
title_fullStr | Asymptotic Statistics by Rabi Bhattacharya, Manfred Denker |
title_full_unstemmed | Asymptotic Statistics by Rabi Bhattacharya, Manfred Denker |
title_short | Asymptotic Statistics |
title_sort | asymptotic statistics |
topic | Science (General) Science, general Naturwissenschaft Asymptotische Statistik (DE-588)4203167-9 gnd |
topic_facet | Science (General) Science, general Naturwissenschaft Asymptotische Statistik Konferenzschrift |
url | https://doi.org/10.1007/978-3-0348-9254-4 |
volume_link | (DE-604)BV000020322 |
work_keys_str_mv | AT bhattacharyarabindran asymptoticstatistics AT denkermanfred asymptoticstatistics |