Asymptotic statistics

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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, 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.

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Title Statements

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

Summary

Edition Statements

Publication Date:©1998
Edition:1st paperback ed

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:Cambridge, UK
Language:eng
Publication Date:©1998

The Physical Object

Description:xv, 443 pages : : illustrations ; : 26 cm.

Edition Identifiers

ISBN:9780521784504, 0521784506
oclc:ocn696141008
LC Classification:QA276
Dewey Decimal:519.5

Stochastic convergence -- 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 -- Functional delta method -- Quantiles and order statistics -- L-statistics -- Bootstrap -- Nonparametric density estimation -- Semiparametric models.

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