Small Sample Asymptotics
Author | : Christopher A. Field |
Publisher | : IMS |
Total Pages | : 166 |
Release | : 1990 |
Genre | : Mathematical statistics |
ISBN | : 9780940600188 |
Download Small Sample Asymptotics full books in PDF, epub, and Kindle. Read online free Small Sample Asymptotics ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author | : Christopher A. Field |
Publisher | : IMS |
Total Pages | : 166 |
Release | : 1990 |
Genre | : Mathematical statistics |
ISBN | : 9780940600188 |
Author | : A. R. Brazzale |
Publisher | : Cambridge University Press |
Total Pages | : 256 |
Release | : 2007-05-31 |
Genre | : Business & Economics |
ISBN | : 9780521847032 |
First practical treatment of small-sample asymptotics, enabling practitioners to apply new methods with confidence.
Author | : Halbert White |
Publisher | : Academic Press |
Total Pages | : 241 |
Release | : 2014-06-28 |
Genre | : Business & Economics |
ISBN | : 1483294420 |
This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.
Author | : Thomas S. Ferguson |
Publisher | : Routledge |
Total Pages | : 192 |
Release | : 2017-09-06 |
Genre | : Mathematics |
ISBN | : 1351470051 |
A Course in Large Sample Theory is presented in four parts. The first treats basic probabilistic notions, the second features the basic statistical tools for expanding the theory, the third contains special topics as applications of the general theory, and the fourth covers more standard statistical topics. Nearly all topics are covered in their multivariate setting.The book is intended as a first year graduate course in large sample theory for statisticians. It has been used by graduate students in statistics, biostatistics, mathematics, and related fields. Throughout the book there are many examples and exercises with solutions. It is an ideal text for self study.
Author | : A. W. van der Vaart |
Publisher | : Cambridge University Press |
Total Pages | : 470 |
Release | : 2000-06-19 |
Genre | : Mathematics |
ISBN | : 9780521784504 |
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 the latest research in asymptotic statistics.
Author | : Peter J. Huber |
Publisher | : John Wiley & Sons |
Total Pages | : 322 |
Release | : 2011-09-20 |
Genre | : Mathematics |
ISBN | : 1118210336 |
A new edition of the classic, groundbreaking book on robust statistics Over twenty-five years after the publication of its predecessor, Robust Statistics, Second Edition continues to provide an authoritative and systematic treatment of the topic. This new edition has been thoroughly updated and expanded to reflect the latest advances in the field while also outlining the established theory and applications for building a solid foundation in robust statistics for both the theoretical and the applied statistician. A comprehensive introduction and discussion on the formal mathematical background behind qualitative and quantitative robustness is provided, and subsequent chapters delve into basic types of scale estimates, asymptotic minimax theory, regression, robust covariance, and robust design. In addition to an extended treatment of robust regression, the Second Edition features four new chapters covering: Robust Tests Small Sample Asymptotics Breakdown Point Bayesian Robustness An expanded treatment of robust regression and pseudo-values is also featured, and concepts, rather than mathematical completeness, are stressed in every discussion. Selected numerical algorithms for computing robust estimates and convergence proofs are provided throughout the book, along with quantitative robustness information for a variety of estimates. A General Remarks section appears at the beginning of each chapter and provides readers with ample motivation for working with the presented methods and techniques. Robust Statistics, Second Edition is an ideal book for graduate-level courses on the topic. It also serves as a valuable reference for researchers and practitioners who wish to study the statistical research associated with robust statistics.
Author | : Samuel Kotz |
Publisher | : Springer Science & Business Media |
Total Pages | : 576 |
Release | : 2013-12-01 |
Genre | : Mathematics |
ISBN | : 1461206677 |
Volume III includes more selections of articles that have initiated fundamental changes in statistical methodology. It contains articles published before 1980 that were overlooked in the previous two volumes plus articles from the 1980's - all of them chosen after consulting many of today's leading statisticians.
Author | : Peter Kennedy |
Publisher | : John Wiley & Sons |
Total Pages | : 608 |
Release | : 2008-02-19 |
Genre | : Business & Economics |
ISBN | : 1405182571 |
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Author | : Frank R. Hampel |
Publisher | : John Wiley & Sons |
Total Pages | : 502 |
Release | : 2011-09-20 |
Genre | : Mathematics |
ISBN | : 1118150686 |
The Wiley-Interscience Paperback Series consists of selectedbooks that have been made more accessible to consumers in an effortto increase global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "This is a nice book containing a wealth of information, much ofit due to the authors. . . . If an instructor designing such acourse wanted a textbook, this book would be the best choiceavailable. . . . There are many stimulating exercises, and the bookalso contains an excellent index and an extensive list ofreferences." —Technometrics "[This] book should be read carefully by anyone who isinterested in dealing with statistical models in a realisticfashion." —American Scientist Introducing concepts, theory, and applications, RobustStatistics is accessible to a broad audience, avoidingallusions to high-powered mathematics while emphasizing ideas,heuristics, and background. The text covers the approach based onthe influence function (the effect of an outlier on an estimater,for example) and related notions such as the breakdown point. Italso treats the change-of-variance function, fundamental conceptsand results in the framework of estimation of a single parameter,and applications to estimation of covariance matrices andregression parameters.
Author | : Tadashi Dohi |
Publisher | : World Scientific |
Total Pages | : 816 |
Release | : 2006 |
Genre | : Science |
ISBN | : 9812773762 |
The 2006 Asian International Workshop on Advanced Reliability Modeling (AIWARM) is the second symposium in a series of biennial workshops for the dissemination of state-of-art research and the presentation of practice in reliability and maintenance engineering in Asia. It brings together researchers and engineers from not only Asian countries but also all over world to discuss the state of research and practice in dealing with both reliability issues at the system design phase and maintenance issues at the system operation phase. The theme of AIWARM 2006 is OC reliability testing and improvementOCO. The contributions in this volume cover all the main topics in reliability and maintenance engineering, providing an in-depth presentation of theory and practice. Sample Chapter(s). Chapter 1: Optimal Burn-In for Minimizing Total Warranty Cost (311 KB). Contents: System and Network Reliability; Optimization in Reliability Engineering; Maintenance; Advanced Warranty Modeling; Software Reliability; Acceleration Testing and Failure Analysis; Statistical Analysis and Reliability Modeling; Stochastic Models; Statistical Quality Control. Readership: Graduate students and researchers and as well as reliability, maintenance and industrial engineers."