Lectures on empirical processes Theory and statistical applications

The theory of empirical processes constitutes the mathematical toolbox of asymptotic statistics. Its growth was accelerated by the 1950s work on the Functional Central Limit Theorem and the Invariance Principle. The theory has developed in parallel with statistical methodologies, and has been succes...

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Tác giả chính: Del Barrio, Eustasio
Định dạng: Sách
Ngôn ngữ:Undetermined
Được phát hành: Zurich, Switzerland European Mathematical Society 2007
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
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082 |a 516.3 
082 |b B275 
100 |a Del Barrio, Eustasio 
245 0 |a Lectures on empirical processes 
245 0 |b Theory and statistical applications 
245 0 |c Eustasio del Barrio, Paul Deheuvels, Sara van de Geer 
260 |a Zurich, Switzerland 
260 |b European Mathematical Society 
260 |c 2007 
520 |a The theory of empirical processes constitutes the mathematical toolbox of asymptotic statistics. Its growth was accelerated by the 1950s work on the Functional Central Limit Theorem and the Invariance Principle. The theory has developed in parallel with statistical methodologies, and has been successfully applied to a large diversity of problems related to the asymptotic behaviour of statistical procedures. The three sets of lecture notes in the book offer a wide panorama of contemporary empirical processes theory. Techniques are developed in the framework of probability in Banach spaces, Hungarian-style strong approximations, using tools from general stochastic process theory. Other tools appear in this text in connection with historical as well as modern applications, such as goodness-of-fit tests, density estimation or general M-estimators. This book gives an excellent overview of the broad scope of the theory of empirical processes. It will be an invaluable aid for students and researchers interested in an advanced and well-documented approach to the selected topics. A publication of the European Mathematical Society (EMS). Distributed within the Americas by the American Mathematical Society. 
650 |a Mathematical statistics,Thống kê toán 
650 |x Asymptotic theory.,Thuyết tiệm cận 
904 |i Nguyễn Kim Chung 
980 |a Trung tâm Học liệu Trường Đại học Cần Thơ