Weak Convergence And Empirical Processes PDF Download
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Author | : Galen R. Shorack |
Publisher | : SIAM |
Total Pages | : 992 |
Release | : 2009-01-01 |
Genre | : Mathematics |
ISBN | : 0898719011 |
Download Empirical Processes with Applications to Statistics Book in PDF, ePub and Kindle
Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables; applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods; and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. Audience: researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.
Author | : Aad van der vaart |
Publisher | : Springer Science & Business Media |
Total Pages | : 523 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 1475725450 |
Download Weak Convergence and Empirical Processes Book in PDF, ePub and Kindle
This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.
Author | : Michael R. Kosorok |
Publisher | : Springer Science & Business Media |
Total Pages | : 482 |
Release | : 2007-12-29 |
Genre | : Mathematics |
ISBN | : 0387749780 |
Download Introduction to Empirical Processes and Semiparametric Inference Book in PDF, ePub and Kindle
Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
Author | : D. Pollard |
Publisher | : David Pollard |
Total Pages | : 223 |
Release | : 1984-10-08 |
Genre | : Mathematics |
ISBN | : 0387909907 |
Download Convergence of Stochastic Processes Book in PDF, ePub and Kindle
Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.
Author | : Hira L. Koul |
Publisher | : Springer Science & Business Media |
Total Pages | : 454 |
Release | : 2002-06-13 |
Genre | : Mathematics |
ISBN | : 9780387954769 |
Download Weighted Empirical Processes in Dynamic Nonlinear Models Book in PDF, ePub and Kindle
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
Author | : Vidyadhar S. Mandrekar |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 180 |
Release | : 2016-09-26 |
Genre | : Mathematics |
ISBN | : 3110475456 |
Download Weak Convergence of Stochastic Processes Book in PDF, ePub and Kindle
The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents: Weak convergence of stochastic processes Weak convergence in metric spaces Weak convergence on C[0, 1] and D[0,∞) Central limit theorem for semi-martingales and applications Central limit theorems for dependent random variables Empirical process Bibliography
Author | : Pranab Kumar Sen |
Publisher | : |
Total Pages | : 20 |
Release | : 1971 |
Genre | : Kolmogorov complexity |
ISBN | : |
Download On Weak Convergence of Empirical Processes for Random Number of Independent Stochastic Vectors Book in PDF, ePub and Kindle
Author | : Zhengyan Lin |
Publisher | : World Scientific |
Total Pages | : 185 |
Release | : 2014 |
Genre | : Business & Economics |
ISBN | : 9814447706 |
Download Weak Convergence and Its Applications Book in PDF, ePub and Kindle
Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory.Contents: "The Definition and Basic Properties of Weak Convergence: "Metric SpaceThe Definition of Weak Convergence of Stochastic Processes and Portmanteau TheoremHow to Verify the Weak Convergence?Two Examples of Applications of Weak Convergence"Convergence to the Independent Increment Processes: "The Basic Conditions of Convergence to the Gaussian Independent Increment ProcessesDonsker Invariance PrincipleConvergence of Poisson Point ProcessesTwo Examples of Applications of Point Process Method"Convergence to Semimartingales: "The Conditions of Tightness for Semimartingale SequenceWeak Convergence to SemimartingaleWeak Convergence to Stochastic Integral I: The Martingale Convergence ApproachWeak Convergence to Stochastic Integral II: Kurtz and Protter's ApproachStable Central Limit Theorem for SemimartingalesAn Application to Stochastic Differential EquationsAppendix: The Predictable Characteristics of Semimartingales"Convergence of Empirical Processes: "Classical Weak Convergence of Empirical ProcessesWeak Convergence of Marked Empirical ProcessesWeak Convergence of Function Index Empirical ProcessesWeak Convergence of Empirical Processes Involving Time-Dependent dataTwo Examples of Applications in Statistics Readership: Graduate students and researchers in probability & statistics and econometrics.
Author | : Paul Dupuis |
Publisher | : John Wiley & Sons |
Total Pages | : 506 |
Release | : 2011-09-09 |
Genre | : Mathematics |
ISBN | : 1118165896 |
Download A Weak Convergence Approach to the Theory of Large Deviations Book in PDF, ePub and Kindle
Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of large deviations, one of the most dynamic topics inprobability today, studies rare events in stochastic systems. Thenonlinear nature of the theory contributes both to its richness anddifficulty. This innovative text demonstrates how to employ thewell-established linear techniques of weak convergence theory toprove large deviation results. Beginning with a step-by-stepdevelopment of the approach, the book skillfully guides readersthrough models of increasing complexity covering a wide variety ofrandom variable-level and process-level problems. Representationformulas for large deviation-type expectations are a key tool andare developed systematically for discrete-time problems. Accessible to anyone who has a knowledge of measure theory andmeasure-theoretic probability, A Weak Convergence Approach to theTheory of Large Deviations is important reading for both studentsand researchers.
Author | : M. Ghosh |
Publisher | : |
Total Pages | : 20 |
Release | : 1975 |
Genre | : |
ISBN | : |
Download Weak Convergence of empirical processes for strongly mixed sequences Book in PDF, ePub and Kindle