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Asymptotics in Statistics: Some Basic Concepts Softcover reprint of the original 2nd ed. 2000 [Mīkstie vāki]

  • Formāts: Paperback / softback, 287 pages, height x width: 235x155 mm, weight: 468 g, XIII, 287 p., 1 Paperback / softback
  • Sērija : Springer Series in Statistics
  • Izdošanas datums: 17-Oct-2012
  • Izdevniecība: Springer-Verlag New York Inc.
  • ISBN-10: 1461270308
  • ISBN-13: 9781461270300
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  • Cena: 198,63 €*
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  • Formāts: Paperback / softback, 287 pages, height x width: 235x155 mm, weight: 468 g, XIII, 287 p., 1 Paperback / softback
  • Sērija : Springer Series in Statistics
  • Izdošanas datums: 17-Oct-2012
  • Izdevniecība: Springer-Verlag New York Inc.
  • ISBN-10: 1461270308
  • ISBN-13: 9781461270300
Citas grāmatas par šo tēmu:
by Sara van de Geer. Also, we did not include material due to David Donoho, lain Johnstone, and their school. We found our­ selves unprepared to write a distillate of the material. We did touch briefly on "nonparametrics," but not on "semiparamet­ rics." This is because we feel that the semiparametric situation has not yet been properly structured. We hope that the reader will find this book interesting and challenging, in spite of its shortcomings. The material was typed in LaTeX form by the authors them­ selves, borrowing liberally from the 1990 script by Chris Bush. It was reviewed anonymously by distinguished colleagues. We thank them for their kind encouragement. Very special thanks are due to Professor David Pollard who took time out of a busy schedule to give us a long list of suggestions. We did not follow them all, but we at least made attempts. We wish also to thank the staff of Springer-Verlag for their help, in particular editor John Kimmel, who tried to make us work with all deliberate speed. Thanks are due to Paul Smith, Te-Ching Chen and Ju-Yi-Yen, who helped with the last-minute editorial corrections.

Recenzijas

From the reviews:



SHORT BOOK REVIEWS



"It is a very valuable book giving a coherent view of the basic concept and tools of the asymptotic theory in statistical inference."



JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION



"short and mathematically very sophisticated. Its approach is modern and undoubtedly profound."

Papildus informācija

Springer Book Archives
1 Introduction.- 2 Experiments, Deficiencies, Distances v.- 2.1
Comparing Risk Functions.- 2.2 Deficiency and Distance between Experiments.-
2.3 Likelihood Ratios and Blackwell's Representation.- 2.4 Further Remarks on
the Convergence of Distri butions of Likelihood Ratios.- 2.5 Historical
Remarks.- 3 Contiguity Hellinger Transforms.- 3.1 Contiguity.- 3.2
Hellinger Distances, Hellinger Transforms.- 3.3 Historical Remarks.- 4
Gaussian Shift and Poisson Experiments.- 4.1 Introduction.- 4.2 Gaussian
Experiments.- 4.3 Poisson Experiments.- 4.4 Historical Remarks.- 5 Limit Laws
for Likelihood Ratios.- 5.1 Introduction.- 5.2 Auxiliary Results.- 5.3 Limits
for Binary Experiments.- 5.4 Gaussian Limits.- 5.5 Historical Remarks.- 6
Local Asymptotic Normality.- 6.1 Introduction.- 6.2 Locally Asymptotically
Quadratic Families.- 6.3 A Method of Construction of Estimates.- 6.4 Some
Local Bayes Properties.- 6.5 Invariance and Regularity.- 6.6 The LAMN and LAN
Conditions.- 6.7 Additional Remarks on the LAN Conditions.- 6.8 Wald's Tests
and Confidence Ellipsoids.- 6.9 Possible Extensions.- 6.10 Historical
Remarks.- 7 Independent, Identically Distributed Observations.- 7.1
Introduction.- 7.2 The Standard i.i.d. Case: Differentiability in Quadratic
Mean.- 7.3 Some Examples.- 7.4 Some Nonparametric Considerations.- 7.5 Bounds
on the Risk of Estimates.- 7.6 Some Cases Where the Number of Observations Is
Random.- 7.7 Historical Remarks.- 8 On Bayes Procedures.- 8.1 Introduction.-
8.2 Bayes Procedures Behave Nicely.- 8.3 The Bernsteinvon Mises Phenomenon.-
8.4 A Bernsteinvon Mises Result for the i.i.d. Case.- 8.5 Bayes Procedures
Behave Miserably.- 8.6 Historical Remarks.- Author Index.