Normal Approximation And Asymptotic Expansions
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Normal Approximation And Asymptotic Expansions
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Author : Rabi N. Bhattacharya
language : en
Publisher: SIAM
Release Date : 1986-01-01
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 1986-01-01 with Mathematics categories.
Although this was first published in 1976, it has gained new significance and renewed interest among statisticians due to the developments of modern statistical techniques such as the bootstrap, the efficacy of which can be ascertained by asymptotic expansions. This also is the only book containing a detailed treatment of various refinements of the multivariate central limit theorem (CLT), including Berry-Essen-type error bounds for probabilities of general classes of functions and sets, and asymptotic expansions for both lattice and non-lattice distributions.
Normal Approximation And Asymptotic Expansions
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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, --
Normal Approximation And Asymptotic Expansions
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Author : Rabindra Nath Bhattacharya
language : en
Publisher: Krieger Publishing Company
Release Date : 1976
Normal Approximation And Asymptotic Expansions written by Rabindra Nath Bhattacharya and has been published by Krieger Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Mathematics categories.
Normal Approximation And Asymptotic Expansions
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Author : Rabi N. Bhattacharya
language : en
Publisher: John Wiley & Sons
Release Date : 1976-04-05
Normal Approximation And Asymptotic Expansions written by Rabi N. Bhattacharya and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976-04-05 with Mathematics categories.
Weak convergence of probability measures and uniformity classes; Fourier transforms and expansions of characteristic functions; Bounds for errors of normal approximation; Asymptotic expansions-nonlattice distributions; Asymptotic expansions - lattice distributions.
Asymptotic Expansions For General Statistical Models
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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 Approximations Of Integrals
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Author : R. Wong
language : en
Publisher: SIAM
Release Date : 2001-01-01
Asymptotic Approximations Of Integrals written by R. Wong and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-01 with Mathematics categories.
Asymptotic methods are frequently used in many branches of both pure and applied mathematics, and this classic text remains the most up-to-date book dealing with one important aspect of this area, namely, asymptotic approximations of integrals. In Asymptotic Approximations of Integrals, all results are proved rigorously, and many of the approximation formulas are accompanied by error bounds. A thorough discussion on multidimensional integrals is given, and references are provided. The book contains the "distributional method," which is not available elsewhere. Most of the examples in this text come from concrete applications. Since its publication twelve years ago, significant developments have occurred in the general theory of asymptotic expansions, including smoothing of the Stokes phenomenon, uniform exponentially improved asymptotic expansions, and hyperasymptotics. These new concepts belong to the area now known as "exponential asymptotics." Expositions of these new theories are available in papers published in various journals, but not yet in book form. Audience: this book can be used either as a text for graduate students in mathematics, physics, and engineering or as a reference for research workers in these fields.
An Introduction To Stein S Method
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Author : Andrew Barbour
language : en
Publisher: World Scientific
Release Date : 2005-04-14
An Introduction To Stein S Method written by Andrew Barbour and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-04-14 with Mathematics categories.
A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there in principle any restriction on the distribution to be approximated; it can equally well be normal, or Poisson, or that of the whole path of a random process, though the techniques have so far been worked out in much more detail for the classical approximation theorems.This volume of lecture notes provides a detailed introduction to the theory and application of Stein's method, in a form suitable for graduate students who want to acquaint themselves with the method. It includes chapters treating normal, Poisson and compound Poisson approximation, approximation by Poisson processes, and approximation by an arbitrary distribution, written by experts in the different fields. The lectures take the reader from the very basics of Stein's method to the limits of current knowledge.
Series Approximation Methods In Statistics
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Author : John E. Kolassa
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Series Approximation Methods In Statistics written by John E. Kolassa 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 2013-04-17 with Mathematics categories.
This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students in statistics an introduction to Edgeworth and saddlepoint approximations, and related techniques. Many other authors have also written monographs on this subject, and so this work is narrowly focused on two areas not recently discussed in theoretical text books. These areas are, first, a rigorous consideration of Edgeworth and saddlepoint expansion limit theorems, and second, a survey of the more recent developments in the field. In presenting expansion limit theorems I have drawn heavily 011 notation of McCullagh (1987) and on the theorems presented by Feller (1971) on Edgeworth expansions. For saddlepoint notation and results I relied most heavily on the many papers of Daniels, and a review paper by Reid (1988). Throughout this book I have tried to maintain consistent notation and to present theorems in such a way as to make a few theoretical results useful in as many contexts as possible. This was not only in order to present as many results with as few proofs as possible, but more importantly to show the interconnections between the various facets of asymptotic theory. Special attention is paid to regularity conditions. The reasons they are needed and the parts they play in the proofs are both highlighted.
Expansions And Asymptotics For Statistics
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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
Statistical Models For Test Equating Scaling And Linking
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Author : Alina von Davier
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-10-19
Statistical Models For Test Equating Scaling And Linking written by Alina von Davier 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 2010-10-19 with Education categories.
The goal of this book is to emphasize the formal statistical features of the practice of equating, linking, and scaling. The book encourages the view and discusses the quality of the equating results from the statistical perspective (new models, robustness, fit, testing hypotheses, statistical monitoring) as opposed to placing the focus on the policy and the implications, which although very important, represent a different side of the equating practice. The book contributes to establishing “equating” as a theoretical field, a view that has not been offered often before. The tradition in the practice of equating has been to present the knowledge and skills needed as a craft, which implies that only with years of experience under the guidance of a knowledgeable practitioner could one acquire the required skills. This book challenges this view by indicating how a good equating framework, a sound understanding of the assumptions that underlie the psychometric models, and the use of statistical tests and statistical process control tools can help the practitioner navigate the difficult decisions in choosing the final equating function. This book provides a valuable reference for several groups: (a) statisticians and psychometricians interested in the theory behind equating methods, in the use of model-based statistical methods for data smoothing, and in the evaluation of the equating results in applied work; (b) practitioners who need to equate tests, including those with these responsibilities in testing companies, state testing agencies, and school districts; and (c) instructors in psychometric, measurement, and psychology programs.