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Könyv Asymptotic Statistics Rabi Bhattacharya

Asymptotic Statistics

Szerző: Rabi Bhattacharya, Manfred Denker
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Birkhauser Verlag AG
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
11 537 Ft
These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at S...

Információk a könyvről

Szerző
Rabi Bhattacharya, Manfred Denker
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1990
oldal
122
EAN
9783764322823
ISBN
3764322829
Enbook ID
01716087
Kiadó
Birkhauser Verlag AG
Súly
367
Méretek
155 x 235 x 12

Teljes leírás

These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 §1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P. := J II x lis Q(dx) 00, for some integer s;::: 3, and that Q is normalized, (1.2) J x(i)Q(dx) = 0 (1 ~ i ~ k), J x(i)x(j)Q(dx) = Dij (1 ~ i,j ~ k).

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