Asymptotics for Associated Random Variables

Name: Asymptotics for Associated Random Variables
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642255311
Price: 19327 HUF
Availability: InStock

Szerző: Paulo Eduardo Oliveira

Nyelv:

Kötés: Kemény kötésű

Kiadó: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Elérhetőség: Beszállítói készleten

Küldés 10-13 napon belül

19 327 Ft

The book concerns the notion of association in probability and statistics. Association and some othe...

Információk a könyvről

Szerző

Paulo Eduardo Oliveira

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2012

oldal

194

EAN

9783642255311

ISBN

3642255310

Enbook ID

01659326

Kiadó

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Súly

477

Méretek

155 x 235 x 16

Teljes leírás

The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting the theory in a unified way, explaining relations and implications of the results. It will present basic definitions and characterizations, followed by a collection of relevant inequalities. These are then applied to characterize almost sure and weak convergence of sequences of associated variables. It will also cover applications of positive dependence to the characterization of asymptotic results in nonparametric statistics. The book is directed towards researchers in probability and statistics, with special emphasis on people interested in nonparametric methods. It will also be of interest to graduate students in those areas. The book could also be used as a reference on association in a course covering dependent variables and their asymptotics.§As prerequisite, readers should have knowledge of basic probability on the reals and on metric spaces. Some acquaintance with the asymptotics of random functions, such us empirical processes and partial sums processes, is useful but not essential.

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Asymptotics for Associated Random Variables

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