Asymptotic statistics:

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 r...

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Bibliographic Details
Main Author: Vaart, A. W. van der (Author)
Format: Electronic eBook
Language:English
Published: Cambridge Cambridge University Press 1998
Series:Cambridge series on statistical and probabilistic mathematics 3
Subjects:
Online Access:DE-20
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Summary: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 location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master's level statistics text, this book will also give researchers an overview of research in asymptotic statistics
Item Description:Title from publisher's bibliographic system (viewed on 08 Oct 2015)
Physical Description:1 Online-Ressource (xv, 443 Seiten)
ISBN:9780511802256
DOI:10.1017/CBO9780511802256

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