Empirical Processes
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Introduction To Empirical Processes And Semiparametric Inference
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Author : Michael R. Kosorok
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-29
Introduction To Empirical Processes And Semiparametric Inference written by Michael R. Kosorok and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-29 with Mathematics categories.
The goal of this book is to introduce statisticians, and other researchers with a background in mathematical statistics, to empirical processes and semiparametric inference. These powerful research techniques are surpr- ingly useful for studying large sample properties of statistical estimates from realistically complex models as well as for developing new and - proved approaches to statistical inference. This book is more of a textbook than a research monograph, although a number of new results are presented. The level of the book is more - troductory than the seminal work of van der Vaart and Wellner (1996). In fact, another purpose of this work is to help readers prepare for the mathematically advanced van der Vaart and Wellner text, as well as for the semiparametric inference work of Bickel, Klaassen, Ritov and We- ner (1997). These two books, along with Pollard (1990) and Chapters 19 and 25 of van der Vaart (1998), formulate a very complete and successful elucidation of modern empirical process methods. The present book owes much by the way of inspiration, concept, and notation to these previous works.What is perhaps new is the gradual—yetrigorous—anduni?ed way this book introduces the reader to the ?eld.
Empirical Processes With Applications To Statistics
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Author : Galen R. Shorack
language : en
Publisher: SIAM
Release Date : 2009-09-24
Empirical Processes With Applications To Statistics written by Galen R. Shorack and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-24 with Mathematics categories.
Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. It also includes applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods, and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition.
Empirical Process Techniques For Dependent Data
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Author : Herold Dehling
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Empirical Process Techniques For Dependent Data written by Herold Dehling and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,
Empirical Processes
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Author : David Pollard
language : en
Publisher: IMS
Release Date : 1990
Empirical Processes written by David Pollard and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Mathematics categories.
Empirical Processes With Applications To Statistics
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Author : Galen R. Shorack
language : en
Publisher: SIAM
Release Date : 2009-01-01
Empirical Processes With Applications To Statistics written by Galen R. Shorack and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-01 with Mathematics categories.
Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables; applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods; and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. Audience: researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.
Weighted Empirical Processes In Dynamic Nonlinear Models
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Author : Hira L. Koul
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-06-13
Weighted Empirical Processes In Dynamic Nonlinear Models written by Hira L. Koul and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-06-13 with Mathematics categories.
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
Seminar On Empirical Processes
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Author : P. Gaenssler
language : en
Publisher: Birkhäuser
Release Date : 2013-11-21
Seminar On Empirical Processes written by P. Gaenssler and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-21 with Social Science categories.
Lectures On Empirical Processes
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Author : Eustasio Del Barrio
language : en
Publisher: Transaction Publishers
Release Date : 2007
Lectures On Empirical Processes written by Eustasio Del Barrio and has been published by Transaction Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
The theory of empirical processes constitutes the mathematical toolbox of asymptotic statistics. Its growth was accelerated by the 1950s work on the Functional Central Limit Theorem and the Invariance Principle. The theory has developed in parallel with statistical methodologies, and has been successfully applied to a large diversity of problems related to the asymptotic behaviour of statistical procedures.The three sets of lecture notes in the book offer a wide panorama of contemporary empirical processes theory. Techniques are developed in the framework of probability in Banach spaces, Hungarian-style strong approximations, using tools from general stochastic process theory. Other tools appear in this text in connection with historical as well as modern applications, such as goodness-of-fit tests, density estimation or general M-estimators.This book gives an excellent overview of the broad scope of the theory of empirical processes. It will be an invaluable aid for students and researchers interested in an advanced and well-documented approach to the selected topics.
Weak Convergence And Empirical Processes
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Author : AW van der Vaart
language : en
Publisher: Springer Science & Business Media
Release Date : 1996-03-14
Weak Convergence And Empirical Processes written by AW van der Vaart and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-03-14 with Mathematics categories.
This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.