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Asymptotic Statistics : Cambridge Series in Statistical and Probabilistic Mathematic - A. W. van der Vaart

Asymptotic Statistics

Cambridge Series in Statistical and Probabilistic Mathematic

Paperback Published: 15th November 2000
ISBN: 9780521784504
Number Of Pages: 443

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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.

Industry Reviews

'The book is extremely well written and clear ... it is comprehensive and has an abundant supply of worked examples ... anyone who is genuinely interested in learning about some of the recent developments in asymptotic statistics and their potential applications should have a copy of this book.' Biometrics 'I recommend this book to every advanced Master's student, Ph.D. student or researcher in mathematical statistics.' Kwantitatieve methoden

Introduction
Stochastic convergence
The delta-method
Moment estimators
M- and Z-estimators
Contiguity
Local asymptotic normality
Efficiency of estimators
Limits of experiments
Bayes procedures
Projections
U-statistics
Rank, sign, and permutation statistics
Relative efficiency of tests
Efficiency of tests
Likelihood ratio tests
Chi-square tests
Stochastic convergence in metric spaces
Empirical processes
The functional delta-method
Quantiles and order statistics
L-statistics
The bootstrap
Nonparametric density estimation
Semiparametric models
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521784504
ISBN-10: 0521784506
Series: Cambridge Series in Statistical and Probabilistic Mathematic
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 443
Published: 15th November 2000
Publisher: CAMBRIDGE UNIV PR
Country of Publication: GB
Dimensions (cm): 23.11 x 17.35  x 2.69
Weight (kg): 0.8

Earn 158 Qantas Points
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