ENGLISH

Asymptotic Statistics

By A. W. van der Vaart

Book information

Publisher
Cambridge University Press
Year
1998
ISBN
0521496039, 9780521496032, 0521784506, 9780521784504
LCC
QA276 .V22 1998
Google Books ID
UEuQEM5RjWg
Language
english
Format
DJVU
Filesize
5 MB (5265007 bytes)
Series
Cambridge Series in Statistical and Probabilistic Mathematics
Pages
460\460
DPI
600
Orientation
yes
Scanned
yes
Time added
2011-08-31 04:54:40

Description

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 experiments, one of the book's unifying themes that mainly entails the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation.

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