عنوان
پدید آورنده
موضوع
رده
QA273.6 .S46 2018
QA273
.
6
.
S46
2018
کتابخانه
محل استقرار
0203711602
1351361155
1351361171
9780203711606
9781351361156
9781351361170
1138106011
9781138106017
9781138560819
Large Sample Methods in Statistics (1994) :
[Book]
an Introduction with Applications /
editors, Singer, Julio M.
First edition.
Boca Raton, FL :
CRC Press,
2017.
1 online resource :
text file, PDF
CRC Press Revivals
Includes bibliographical references and index.
Cover; Half Title; Title Page; Copyright Page; Dedication; Contents; Preface; 1 Objectives and Scope: General Introduction; 1.1 Introduction; 1.2 Large sample methods: an overview of applications; 1.3 The organization of this book; 1.4 Basic tools and concepts; 1.5 Concluding notes; 1.6 Exercises; 2 Stochastic Convergence; 2.1 Introduction; 2.2 Modes of stochastic convergence; 2.3 Probability inequalities and laws of large numbers; 2.4 Inequalities and laws of large numbers for some dependent variables; 2.5 Some miscellaneous convergence results; 2.6 Concluding notes; 2.7 Exercises
3 Weak Convergence and Central Limit Theorems3.1 Introduction; 3.2 Some important tools; 3.3 Central limit theorems; 3.4 Projection results and variance-stabilizing transformations; 3.5 Rates of convergence to normality; 3.6 Concluding notes; 3.7 Exercises; 4 Large Sample Behavior of Empirical Distributions and Order Statistics; 4.1 Introduction; 4.2 Preliminary notions; 4.3 Sample quantiles; 4.4 Extreme order statistics; 4.5 Empirical distributions; 4.6 Functions of order statistics and empirical distributions; 4.7 Concluding notes; 4.8 Exercises
5 A symptotic Behavior of Estimators and Test Statistics5.1 Introduction; 5.2 Asymptotic behavior of maximum likelihood estimators; 5.3 Asymptotic properties of U-statistics and related estimators; 5.4 Asymptotic behavior of other classes of estimators; 5.5 Asymptotic efficiency of estimators; 5.6 Asymptotic behavior of some test statistics; 5.7 Concluding notes; 5.8 Exercises; 6 Large Sample Theory for Categorical Data Models; 6.1 Introduction; 6.2 Nonparametric goodness-of-fit tests; 6.3 Estimation and goodness-of-fit tests: parametric case
6.4 Asymptotic theory for some other important statistics6.5 Concluding notes; 6.6 Exercises; 7 Large Sample Theory for Regression Models; 7.1 Introduction; 7.2 Generalized least-squares procedures; 7.3 Robust estimators; 7.4 Generalized linear models; 7.5 Generalized least-squares versus generalized estimating equations; 7.6 Nonparametric regression; 7.7 Concluding notes; 7.8 Exercises; 8 Invariance Principles in Large Sample Theory; 8.1 Introduction; 8.2 Weak invariance principles; 8.3 Weak convergence of partial sum processes; 8.4 Weak convergence of empirical processes
8.5 Weak convergence and statistical functionals8.6 Weak convergence and nonparametrics; 8.7 Strong invariance principles; 8.8 Concluding notes; 8.9 Exercises; References; Index
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8
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"This text bridges the gap between sound theoretcial developments and practical, fruitful methodology by providing solid justification for standard symptotic statistical methods. It contains a unified survey of standard large sample theory and provides access to more complex statistical models that arise in diverse practical applications."--Provided by publisher.
9781351361163
Asymptotic distribution (Probability theory)
Stochastic processes.
Asymptotic distribution (Probability theory)
Stochastic processes.
MAT029000
519
.
52
QA273
.
6
.
S46
2018
Sen, Pranab K.
Singer, Julio M.
20200822161046.0
pn
مطالعه متن کتاب [Book]
Y
