Asymptotic statistics
Vaart, A.W. van der
Asymptotic statistics A.W. van der Vaart - New Delhi Cambridge 2007 - 443p. P.B. - Cambridge series in statistical and probabilistic mathematics .
Table of Contents
1. Introduction
2. Stochastic convergence
3. The delta-method
4. Moment estimators
5. M- and Z-estimators
6. Contiguity
7. Local asymptotic normality
8. Efficiency of estimators
9. Limits of experiments
10. Bayes procedures
11. Projections
12. U-statistics
13. Rank, sign, and permutation statistics
14. Relative efficiency of tests
15. Efficiency of tests
16. Likelihood ratio tests
17. Chi-square tests
18. Stochastic convergence in metric spaces
19. Empirical processes
20. The functional delta-method
21. Quantiles and order statistics
22. L-statistics
23. The bootstrap
24. Non parametric density estimation
25. Semi parametric models.
includes index
9780521784504
Mathematical statistics--Asymptotic theory
Asymptotic efficiencies (Statistics)
R 519.5 VAA(ASY)
Asymptotic statistics A.W. van der Vaart - New Delhi Cambridge 2007 - 443p. P.B. - Cambridge series in statistical and probabilistic mathematics .
Table of Contents
1. Introduction
2. Stochastic convergence
3. The delta-method
4. Moment estimators
5. M- and Z-estimators
6. Contiguity
7. Local asymptotic normality
8. Efficiency of estimators
9. Limits of experiments
10. Bayes procedures
11. Projections
12. U-statistics
13. Rank, sign, and permutation statistics
14. Relative efficiency of tests
15. Efficiency of tests
16. Likelihood ratio tests
17. Chi-square tests
18. Stochastic convergence in metric spaces
19. Empirical processes
20. The functional delta-method
21. Quantiles and order statistics
22. L-statistics
23. The bootstrap
24. Non parametric density estimation
25. Semi parametric models.
includes index
9780521784504
Mathematical statistics--Asymptotic theory
Asymptotic efficiencies (Statistics)
R 519.5 VAA(ASY)