Asymptotic Statistics - Brossura

Van Der Vaart, A. W.

Brossura

ISBN 10: 0521784506 ISBN 13: 9780521784504

Casa editrice: Cambridge University Press, 2000

Riassunto

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.

Su questo libro

Recensione:

'The book is extremely well written and clear ... it is comprehensive and has an abundant supply of worked examples ... anyone who is genuinely interested in learning about some of the recent developments in asymptotic statistics and their potential applications should have a copy of this book.' Biometrics

'I recommend this book to every advanced Master's student, Ph.D. student or researcher in mathematical statistics.' Kwantitatieve methoden

Descrizione del libro:

This mathematically rigorous, practical introduction to the field of asymptotic statistics develops most of the usual topics of an asymptotics course, and also presents recent research topics such as empirical processes, the bootstrap, and semiparametric models.

Su questa edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2000
• ISBN 10: 0521784506
• ISBN 13: 9780521784504
• Rilegatura: Copertina flessibile
• Numero di pagine: 460