Expansions And Asymptotics For Statistics

DOWNLOAD

Download Expansions And Asymptotics For Statistics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Expansions And Asymptotics For Statistics book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Expansions And Asymptotics For Statistics

DOWNLOAD
Author : Christopher G. Small
language : en
Publisher: CRC Press
Release Date : 2010-05-07

Expansions And Asymptotics For Statistics written by Christopher G. Small and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-05-07 with Mathematics categories.

Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics. Moreover, the conclusions of asymptotic analysis often supplement the conclusions obtained by numerical methods. Providing a broad toolkit of analytical methods, Expansions and Asymptotics for Statistics shows how asymptoti

Asymptotic Expansions For General Statistical Models

DOWNLOAD
Author : Johann Pfanzagl
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27

Asymptotic Expansions For General Statistical Models written by Johann Pfanzagl 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 2013-11-27 with Mathematics categories.

0.1. The aim of the book Our "Contributions to a General Asymptotic Statistical Theory" (Springer Lecture Notes in Statistics, Vol. 13, 1982, called "Vol. I" in the following) suggest to describe the local structure of a general family ~ of probability measures by its tangent space, and the local behavior of a functional K: ~ ~~k by its gradient. Starting from these basic concepts, asymptotic envelope power functions for tests and asymptotic bounds for the concentration of estimators are obtained, and heuristic procedures are suggested for the construction of test- and estimator-sequences attaining these bounds. In the present volume, these asymptotic investigations are carried one step further: From approximations by limit distributions to approximations by Edgeworth expansions, 1 2 adding one term (of order n- / ) to the limit distribution. As in Vol. I, the investigation is "general" in the sense of dealing with arbitrary families of probability measures and arbitrary functionals. The investigation is special in the sense that it is restricted to statistical procedures based on independent, identically distributed observations. 2 Moreover, it is special in the sense that its concern are "regular" models (i.e. families of probability measures and functionals which are subject to certain general conditions, like differentiability). Irregular models are certainly of mathematical interest. Since they are hardly of any practical relevance, it appears justifiable to exclude them at this stage of the investigation.

Asymptotic Statistics

DOWNLOAD
Author : Manfred Denker
language : en
Publisher: Springer Science & Business Media
Release Date : 1990-04-01

Asymptotic Statistics written by Manfred Denker 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 1990-04-01 with Science categories.

These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, 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 Birkhauser 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)

Higher Order Asymptotics

DOWNLOAD
Author : J. K. Ghosh
language : en
Publisher: IMS
Release Date : 1994

Higher Order Asymptotics written by J. K. Ghosh and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.

Normal Approximation And Asymptotic Expansions

DOWNLOAD
Author : Rabi N. Bhattacharya
language : en
Publisher: SIAM
Release Date : 2010-11-11

Normal Approximation And Asymptotic Expansions written by Rabi N. Bhattacharya and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-11 with Mathematics categories.

-Fourier analysis, --

Asymptotic Techniques For Use In Statistics

DOWNLOAD
Author : O. E. Barndorff-Nielsen
language : en
Publisher: Springer
Release Date : 2013-08-23

Asymptotic Techniques For Use In Statistics written by O. E. Barndorff-Nielsen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-23 with Mathematics categories.

The use in statistical theory of approximate arguments based on such methods as local linearization (the delta method) and approxi mate normality has a long history. Such ideas play at least three roles. First they may give simple approximate answers to distributional problems where an exact solution is known in principle but difficult to implement. The second role is to yield higher-order expansions from which the accuracy of simple approximations may be assessed and where necessary improved. Thirdly the systematic development of a theoretical approach to statistical inference that will apply to quite general families of statistical models demands an asymptotic formulation, as far as possible one that will recover 'exact' results where these are available. The approximate arguments are developed by supposing that some defining quantity, often a sample size but more generally an amount of information, becomes large: it must be stressed that this is a technical device for generating approximations whose adequacy always needs assessing, rather than a 'physical' limiting notion. Of the three roles outlined above, the first two are quite close to the traditional roles of asymptotic expansions in applied mathematics and much ofthe very extensive literature on the asymptotic expansion of integrals and of the special functions of mathematical physics is quite directly relevant, although the recasting of these methods into a probability mould is quite often enlightening.

Asymptotic Expansions Of Integrals

DOWNLOAD
Author : Norman Bleistein
language : en
Publisher: Courier Corporation
Release Date : 1986-01-01

Asymptotic Expansions Of Integrals written by Norman Bleistein and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-01-01 with Mathematics categories.

Excellent introductory text, written by two experts, presents a coherent and systematic view of principles and methods. Topics include integration by parts, Watson's lemma, LaPlace's method, stationary phase, and steepest descents. Additional subjects include the Mellin transform method and less elementary aspects of the method of steepest descents. 1975 edition.

Asymptotic Expansions And The Definiency Concept In Statistics

DOWNLOAD
Author : W. Albers
language : en
Publisher:
Release Date : 1982

Asymptotic Expansions And The Definiency Concept In Statistics written by W. Albers and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with categories.

Asymptotic Expansions Of The Distributions Of The Test Statistics For Overidentifying Restrictions In A System Of Simultaneous Equations

DOWNLOAD
Author : Stanford University. Institute for Mathematical Studies in the Social Sciences
language : en
Publisher:
Release Date : 1979

Asymptotic Expansions Of The Distributions Of The Test Statistics For Overidentifying Restrictions In A System Of Simultaneous Equations written by Stanford University. Institute for Mathematical Studies in the Social Sciences and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Distribution (Probability theory) categories.

Asymptotic Theory Of Testing Statistical Hypotheses

DOWNLOAD
Author : Vladimir E. Bening
language : en
Publisher: VSP
Release Date : 2000-01-01

Asymptotic Theory Of Testing Statistical Hypotheses written by Vladimir E. Bening and has been published by VSP this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-01-01 with Mathematics categories.

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.