Introduction to statistical limit theory. (©2011)
- Record Type:
- Book
- Title:
- Introduction to statistical limit theory. (©2011)
- Main Title:
- Introduction to statistical limit theory
- Further Information:
- Note: Alan M. Polansky.
- Other Names:
- Polansky, Alan M
- Contents:
- Sequences of Real Numbers and Functions; Introduction; Sequences of Real Numbers; Sequences of Real Functions; The Taylor Expansion; Asymptotic Expansions; Inversion of Asymptotic Expansions Random Variables and Characteristic Functions; Introduction; Probability Measures and Random Variables; Some Important Inequalities; Some Limit Theory for Events; Generating and Characteristic Functions Convergence of Random Variables; Introduction; Convergence in Probability; Stronger Modes of Convergence; Convergence of Random Vectors; Continuous Mapping Theorems; Laws of Large Numbers; The Glivenko–Cantelli Theorem; Sample Moments; Sample Quantiles Convergence of Distributions; Introduction; Weak Convergence of Random Variables; Weak Convergence of Random Vectors; The Central Limit Theorem; The Accuracy of the Normal Approximation; The Sample Moments; The Sample Quantiles Convergence of Moments; Convergence in rth Mean; Uniform Integrability; Convergence of Moments Central Limit Theorems; Introduction; Non-Identically Distributed Random Variables; Triangular Arrays; Transformed Random Variables Asymptotic Expansions for Distributions; Approximating a Distribution; Edgeworth Expansions; The Cornish–Fisher Expansion; The Smooth Function Model; General Edgeworth and Cornish–Fisher Expansions; Studentized Statistics; Saddlepoint Expansions Asymptotic Expansions for Random Variables; Approximating Random Variables; Stochastic Order Notation; The Delta Method; The Sample MomentsSequences of Real Numbers and Functions; Introduction; Sequences of Real Numbers; Sequences of Real Functions; The Taylor Expansion; Asymptotic Expansions; Inversion of Asymptotic Expansions Random Variables and Characteristic Functions; Introduction; Probability Measures and Random Variables; Some Important Inequalities; Some Limit Theory for Events; Generating and Characteristic Functions Convergence of Random Variables; Introduction; Convergence in Probability; Stronger Modes of Convergence; Convergence of Random Vectors; Continuous Mapping Theorems; Laws of Large Numbers; The Glivenko–Cantelli Theorem; Sample Moments; Sample Quantiles Convergence of Distributions; Introduction; Weak Convergence of Random Variables; Weak Convergence of Random Vectors; The Central Limit Theorem; The Accuracy of the Normal Approximation; The Sample Moments; The Sample Quantiles Convergence of Moments; Convergence in rth Mean; Uniform Integrability; Convergence of Moments Central Limit Theorems; Introduction; Non-Identically Distributed Random Variables; Triangular Arrays; Transformed Random Variables Asymptotic Expansions for Distributions; Approximating a Distribution; Edgeworth Expansions; The Cornish–Fisher Expansion; The Smooth Function Model; General Edgeworth and Cornish–Fisher Expansions; Studentized Statistics; Saddlepoint Expansions Asymptotic Expansions for Random Variables; Approximating Random Variables; Stochastic Order Notation; The Delta Method; The Sample Moments Differentiable Statistical Functionals; Introduction; Functional Parameters and Statistics ; Differentiation of Statistical Functionals; Expansion Theory for Statistical Functionals; Asymptotic Distribution Parametric Inference; Introduction; Point Estimation; Confidence Intervals; Statistical Hypothesis Tests; Observed Confidence Levels; Bayesian Estimation Nonparametric Inference; Introduction; Unbiased Estimation and U -Statistics; Linear Rank Statistics; Pitman Asymptotic Relative Efficiency; Density Estimation; The Bootstrap Appendix A: Useful Theorems and Notation; Appendix B: Using R for Experimentation References Exercises and Experiments appear at the end of each chapter. … (more)
- Publisher Details:
- Boca Raton, FL : Chapman & Hall/CRC Press
- Publication Date:
- 2011
- Copyright Date:
- 2011
- Extent:
- 1 online resource (xx, 625 pages), illustrations
- Subjects:
- 519.2
Limit theorems (Probability theory)
Limit theorems (Probability theory)
Electronic books - Languages:
- English
- ISBNs:
- 9781420076615
1420076612 - Notes:
- Note: Includes bibliographical references and index.
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
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- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.144977
- Ingest File:
- 01_003.xml