Asymptotic Methods in Statistical Decision Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asymptotic Methods in Statistical Decision Theory write by Lucien Le Cam. This book was released on 2012-12-06. Asymptotic Methods in Statistical Decision Theory available in PDF, EPUB and Kindle. This book grew out of lectures delivered at the University of California, Berkeley, over many years. The subject is a part of asymptotics in statistics, organized around a few central ideas. The presentation proceeds from the general to the particular since this seemed the best way to emphasize the basic concepts. The reader is expected to have been exposed to statistical thinking and methodology, as expounded for instance in the book by H. Cramer [1946] or the more recent text by P. Bickel and K. Doksum [1977]. Another pos sibility, closer to the present in spirit, is Ferguson [1967]. Otherwise the reader is expected to possess some mathematical maturity, but not really a great deal of detailed mathematical knowledge. Very few mathematical objects are used; their assumed properties are simple; the results are almost always immediate consequences of the definitions. Some objects, such as vector lattices, may not have been included in the standard background of a student of statistics. For these we have provided a summary of relevant facts in the Appendix. The basic structures in the whole affair are systems that Blackwell called "experiments" and "transitions" between them. An "experiment" is a mathe matical abstraction intended to describe the basic features of an observational process if that process is contemplated in advance of its implementation. Typically, an experiment consists of a set E> of theories about what may happen in the observational process.
Asymptotic Theory of Statistics and Probability
Asymptotic Theory of Statistics and Probability - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asymptotic Theory of Statistics and Probability write by Anirban DasGupta. This book was released on 2008-03-07. Asymptotic Theory of Statistics and Probability available in PDF, EPUB and Kindle. This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. The book is unique in its detailed coverage of fundamental topics. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. There is no other book in large sample theory that matches this book in coverage, exercises and examples, bibliography, and lucid conceptual discussion of issues and theorems.
Asymptotic Statistics
Asymptotic Statistics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asymptotic Statistics write by A. W. van der Vaart. This book was released on 2000-06-19. Asymptotic Statistics available in PDF, EPUB and Kindle. This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master s level statistics text, this book will also give researchers an overview of the latest research in asymptotic statistics.
From Finite Sample to Asymptotic Methods in Statistics
From Finite Sample to Asymptotic Methods in Statistics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook From Finite Sample to Asymptotic Methods in Statistics write by Pranab K. Sen. This book was released on 2010. From Finite Sample to Asymptotic Methods in Statistics available in PDF, EPUB and Kindle. A broad view of exact statistical inference and the development of asymptotic statistical inference.
Asymptotic Theory of Statistical Inference for Time Series
Asymptotic Theory of Statistical Inference for Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asymptotic Theory of Statistical Inference for Time Series write by Masanobu Taniguchi. This book was released on 2012-12-06. Asymptotic Theory of Statistical Inference for Time Series available in PDF, EPUB and Kindle. The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.
