Asymptotic Statistics - Couverture rigide

Vaart, A. W. Van Der

Couverture rigide

ISBN 10 : 0521496039 ISBN 13 : 9780521496032

Editeur : Cambridge University Press, 1998

A propos du livre

Présentation de l'éditeur :

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.

Revue de presse :

'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

À propos de cette édition

• Éditeur: Cambridge University Press
• Date d'édition: 1998
• ISBN 10: 0521496039
• ISBN 13: 9780521496032
• Reliure: Relié
• Nombre de pages: 460