ENGLISH

Weak convergence and empirical processes

By Aad van der Vaart , Jon Wellner

Book information

Publisher
Springer
Year
1996
ISBN
9780387946405, 0387946403
LCC
QA274 .V33 1996
Open Library ID
OL7448546M
Language
english
Format
PDF
Filesize
19 MB (20409349 bytes)
Series
Springer Series in Statistics
Edition
Corrected
Pages
264\264
Library
math
Time added
2009-07-21 00:29:14

Description

This book provides an account of weak convergence theory and empirical processes and their applications to a wide variety of applications in statistics. The first part of the book presents a thorough account of stocastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of topics which demonstrate the applicability of the theory to important questions such as: limit theorems in asymptotic statistics; measures of goodness of fit; the bootstrap; and semiparametric estimation. Most of the sections conclude with "problems and complements". Some of these are exercises to help the reader's understanding of the material whereas others are intended to supplement the text.

Similar books