Asymptotic Theory of Statistics and Probability, Anirban DasGupta

Автор: Dasgupta, Anirban
Название: Asymptotic theory of statistics and probability
ISBN: 0387759700 ISBN-13(EAN): 9780387759708
Издательство: Springer
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Описание: This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools.

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Автор: Petr Mandl; Marie Huskova
Название: Asymptotic Statistics
ISBN: 3790807702 ISBN-13(EAN): 9783790807707
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Описание: Covering a wide range of topics in the field, this volume explores research in the detection of systematic changes, series of observation, robust regression analysis, numerical empirical processes and the related areas of actuarial sciences and mathematical programming.

Автор: Emmanuel Rio
Название: Asymptotic Theory of Weakly Dependent Random Processes
ISBN: 3662543222 ISBN-13(EAN): 9783662543221
Издательство: Springer
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Описание:

Ces notes sont consacr es aux in galit s et aux th or mes limites classiques pour les suites de variables al atoires absolument r guli res ou fortement m langeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l' tude des processus faiblement d pendants aux statisticiens ou aux probabilistes travaillant sur ces processus.

Автор: N. Balakrishnan; I.A.V.B. Ibragimov; V.B. Nevzorov
Название: Asymptotic Methods in Probability and Statistics with Applications
ISBN: 0817642145 ISBN-13(EAN): 9780817642143
Издательство: Springer
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Описание: The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches.

Автор: N. Balakrishnan; I.A.V.B. Ibragimov; V.B. Nevzorov
Название: Asymptotic Methods in Probability and Statistics with Applications
ISBN: 1461266637 ISBN-13(EAN): 9781461266631
Издательство: Springer
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Описание: The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches.

Автор: Karl W. Breitung
Название: Asymptotic Approximations for Probability Integrals
ISBN: 3540586172 ISBN-13(EAN): 9783540586173
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Описание: This self-contained introduction to the subject includes a summary of results of the Laplace methods, which are useful in such areas as reliability, statistics, physics and information theory. A highlighted case is the approximation of multidimensional normal integrals.

Автор: Manfred Denker; Rabi Bhattacharya
Название: Asymptotic Statistics
ISBN: 3764322829 ISBN-13(EAN): 9783764322823
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Описание: These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P.: = J II x lis Q(dx)

Автор: Manfred Denker; Rabi Bhattacharya
Название: Asymptotic Statistics
ISBN: 3034899645 ISBN-13(EAN): 9783034899642
Издательство: Springer
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Цена: 3487.00 р.
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Описание: These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P.: = J II x lis Q(dx)

Автор: Helmut Rieder
Название: Robust Asymptotic Statistics
ISBN: 1468406264 ISBN-13(EAN): 9781468406269
Издательство: Springer
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Описание: 1 To the king, my lord, from your servant Balasi : 2 ... Maybe the scribe who reads to the king did not understand . Functionals extend the parameter of the assumed ideal center model to neighborhoods of this model that contain the actual distri- bution.

Автор: Masanobu Taniguchi
Название: Higher Order Asymptotic Theory for Time Series Analysis
ISBN: 0387975462 ISBN-13(EAN): 9780387975467
Издательство: Springer
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Описание: I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T.

Автор: A.A. Ivanov
Название: Asymptotic Theory of Nonlinear Regression
ISBN: 0792343352 ISBN-13(EAN): 9780792343356
Издательство: Springer
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Описание: Presents mathematical results in asymptotic theory on nonlinear regression on the basis of various asymptotic expansions of least squares, its characteristics, and its distribution functions of functionals of Least Squares Estimator. This title indicates conditions for Least Moduli Estimator asymptotic normality.