عنوان

Empirical processes with applications to statistics /

(Number (ISBN

0898719011

(Number (ISBN

9780898719017

Erroneous ISBN

0898716845

Erroneous ISBN

9780898716849

Publisher's Number

CL59

Source

siam

Title Proper

Empirical processes with applications to statistics /

General Material Designation

[Book]

First Statement of Responsibility

Galen R. Shorack, Jon A. Wellner.

Place of Publication, Distribution, etc.

Philadelphia, Pa. :

Name of Publisher, Distributor, etc.

Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104),

Date of Publication, Distribution, etc.

2009.

Specific Material Designation and Extent of Item

1 online resource (xli, 956 pages : illustrations) :

Other Physical Details

digital file

Series Title

Classics in applied mathematics ;

Volume Designation

59

Text of Note

Originally published: New York : Wiley, ©1986.

Text of Note

Includes bibliographical references and indexes.

Text of Note

Introduction and survey of results -- Foundations, special spaces and special processes -- Convergence and distributions of empirical processes -- Alternatives and processes of residuals -- Integral test of fit and estimated empirical process -- Martingale methods -- Censored data the product-limit estimator -- Poisson and exponential representations -- Some exact distributions -- Linear and nearly linear bounds on the empirical distribution function Gn -- Exponential inequalities and [parallel] ·/q [parallel]-metric convergence of Un and Vn -- The Hungarian Constructions of Kn, Un, and Vn -- Laws of the iterated logarithm associated with Un and Vn -- Oscillations of the empirical process -- The uniform empirical difference process Dn [identically equal] Un + Vn -- The normalized uniform empirical process Zn and the normalized uniform quantile process -- The uniform empirical process indexed by intervals and functions -- The standardized quantile process Qn -- L-statistics -- Rank statistics -- Spacing -- Symmetry -- Further applications -- Large deviations -- Independent but not identically distributed random variable -- Empirical measures and processes for general spaces -- Appendix A: Inequalities and miscellaneous -- Appendix B: Counting processes martingales.

0

Text of Note

Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables; applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods; and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. Audience: researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.

Title

Empirical processes with applications to statistics.

International Standard Book Number

9780898716849

Distribution (Probability theory)

Mathematical statistics.

Random variables.

Distribution (Probability theory)

Mathematical statistics.

Mathematical Statistics.

Mathematics.

Physical Sciences & Mathematics.

Random variables.

Number

Edition

Class number

Book number

Shorack, Galen R.,1939-

Wellner, Jon A.,1945-

Society for Industrial and Applied Mathematics.

Date of Transaction

20200822143851.0

Electronic name

[Book]

Y