Asymptotic Statistics

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Here is a practical and mathematically rigorous introduction to the field of asymptotic statistics . In addition to most of the standard topics of an asymptotics course--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 experime…

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Title Statements

Full title :Asymptotic Statistics / A.W. van der Vaart.

Summary

Edition Statements

Publication Date:1998.

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:Cambridge
Language:eng
Publication Date:1998.

Notes

Title from publishers bibliographic system (viewed on 06 Mar 2013).

The Physical Object

Description:online resource (xvi, 443 s.) : : illustrations

Edition Identifiers

ISBN:9780511802256, 0511802250, 9781107263727, 1107263727
oclc:ocn939869048
Dewey Decimal:519.5

1. Introduction -- 2. Stochastic Convergence -- 3. Delta Method -- 4. Moment Estimators -- 5. M- and Z-Estimators -- 6. Contiguity -- 7. Local Asymptotic Normality -- 8. Efficiency of Estimators -- 9. Limits of Experiments -- 10. Bayes Procedures -- 11. Projections -- 12. U-Statistics -- 13. Rank, Sign, and Permutation Statistics -- 14. Relative Efficiency of Tests -- 15. Efficiency of Tests -- 16. Likelihood Ratio Tests -- 17. Chi-Square Tests -- 18. Stochastic Convergence in Metric Spaces -- 19. Empirical Processes -- 20. Functional Delta Method -- 21. Quantiles and Order Statistics -- 22. L-Statistics -- 23. Bootstrap -- 24. Nonparametric Density Estimation -- 25. Semiparametric Models.