Asymptotic Theory Of Statistical Tests And Estimation PDF Download
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Author | : Masanobu Taniguchi |
Publisher | : Springer Science & Business Media |
Total Pages | : 671 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 146121162X |
Download Asymptotic Theory of Statistical Inference for Time Series Book 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.
Author | : Indra Mohan Chakravarti |
Publisher | : |
Total Pages | : 0 |
Release | : 1980 |
Genre | : |
ISBN | : |
Download Asymptotic Theory of statistical tests and estimation Book in PDF, ePub and Kindle
Author | : I.A. Ibragimov |
Publisher | : Springer Science & Business Media |
Total Pages | : 410 |
Release | : 2013-11-11 |
Genre | : Mathematics |
ISBN | : 1489900276 |
Download Statistical Estimation Book in PDF, ePub and Kindle
when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap proaches zero, etc.) To address the problem of asymptotically optimal estimators consider the following important case. Let X 1, X 2, ... , X n be independent observations with the joint probability density !(x,O) (with respect to the Lebesgue measure on the real line) which depends on the unknown patameter o e 9 c R1. It is required to derive the best (asymptotically) estimator 0:( X b ... , X n) of the parameter O. The first question which arises in connection with this problem is how to compare different estimators or, equivalently, how to assess their quality, in terms of the mean square deviation from the parameter or perhaps in some other way. The presently accepted approach to this problem, resulting from A. Wald's contributions, is as follows: introduce a nonnegative function w(0l> ( ), Ob Oe 9 (the loss function) and given two estimators Of and O! n 2 2 the estimator for which the expected loss (risk) Eown(Oj, 0), j = 1 or 2, is smallest is called the better with respect to Wn at point 0 (here EoO is the expectation evaluated under the assumption that the true value of the parameter is 0). Obviously, such a method of comparison is not without its defects.
Author | : B. L. S. Prakasa Rao |
Publisher | : |
Total Pages | : 458 |
Release | : 1987-01-16 |
Genre | : Mathematics |
ISBN | : |
Download Asymptotic Theory of Statistical Inference Book in PDF, ePub and Kindle
Probability and stochastic processes; Limit theorems for some statistics; Asymptotic theory of estimation; Linear parametric inference; Martingale approach to inference; Inference in nonlinear regression; Von mises functionals; Empirical characteristic function and its applications.
Author | : Indra Mohan Chakravarti |
Publisher | : |
Total Pages | : 378 |
Release | : 1980 |
Genre | : Mathematics |
ISBN | : |
Download Asymptotic Theory of Statistical Tests and Estimation Book in PDF, ePub and Kindle
Some memorable incidentes in probabilistic/statistica studies; Large deviation, tests, and estimates; Applications of characteristic function in solving some distribution problems; A chernoff-savage theorem for correlation ranl statistics with applications to sequential testing; Wiener - levy models, spherically exchangeable time series, and simultaneous inference in growth curve analysis; A note to the chung - erdors - sirao theorem; Asymptotic separation of distribution and convergence properties of tests and estimators; Density estimation: are theoretical results useful in practice? Stability theorems for characterizations of the normal and of the degenerate distribution; Estimation of the support contour-line of a probability law: limit law; Some estimation problems for the compound poisson distribution; A decomposition of infinite order and extreme multivariate distributions; Correction terms for multinomial large deviations; On a theorem of hoeffding; Sequential minimum probability ratio tests.
Author | : A. W. van der Vaart |
Publisher | : Cambridge University Press |
Total Pages | : 470 |
Release | : 2000-06-19 |
Genre | : Mathematics |
ISBN | : 9780521784504 |
Download Asymptotic Statistics Book 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.
Author | : Anirban DasGupta |
Publisher | : Springer Science & Business Media |
Total Pages | : 726 |
Release | : 2008-03-07 |
Genre | : Mathematics |
ISBN | : 0387759700 |
Download Asymptotic Theory of Statistics and Probability Book 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.
Author | : Masahito Hayashi |
Publisher | : World Scientific |
Total Pages | : 553 |
Release | : 2005-02-21 |
Genre | : Science |
ISBN | : 981448198X |
Download Asymptotic Theory Of Quantum Statistical Inference: Selected Papers Book in PDF, ePub and Kindle
Quantum statistical inference, a research field with deep roots in the foundations of both quantum physics and mathematical statistics, has made remarkable progress since 1990. In particular, its asymptotic theory has been developed during this period. However, there has hitherto been no book covering this remarkable progress after 1990; the famous textbooks by Holevo and Helstrom deal only with research results in the earlier stage (1960s-1970s).This book presents the important and recent results of quantum statistical inference. It focuses on the asymptotic theory, which is one of the central issues of mathematical statistics and had not been investigated in quantum statistical inference until the early 1980s. It contains outstanding papers after Holevo's textbook, some of which are of great importance but are not available now.The reader is expected to have only elementary mathematical knowledge, and therefore much of the content will be accessible to graduate students as well as research workers in related fields. Introductions to quantum statistical inference have been specially written for the book. Asymptotic Theory of Quantum Statistical Inference: Selected Papers will give the reader a new insight into physics and statistical inference.
Author | : Lucien Le Cam |
Publisher | : Springer Science & Business Media |
Total Pages | : 299 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461211662 |
Download Asymptotics in Statistics Book in PDF, ePub and Kindle
This is the second edition of a coherent introduction to the subject of asymptotic statistics as it has developed over the past 50 years. It differs from the first edition in that it is now more 'reader friendly' and also includes a new chapter on Gaussian and Poisson experiments, reflecting their growing role in the field. Most of the subsequent chapters have been entirely rewritten and the nonparametrics of Chapter 7 have been amplified. The volume is not intended to replace monographs on specialized subjects, but will help to place them in a coherent perspective. It thus represents a link between traditional material - such as maximum likelihood, and Wald's Theory of Statistical Decision Functions -- together with comparison and distances for experiments. Much of the material has been taught in a second year graduate course at Berkeley for 30 years.
Author | : Advanced International Symposium on Asymptotic Theory of Statistical Tests and Estimation (1979, Chapel Hill, NC) |
Publisher | : |
Total Pages | : 350 |
Release | : 1980 |
Genre | : |
ISBN | : |
Download Asymptotic Theory of Statistical Tests and Estimation Book in PDF, ePub and Kindle