Empirical Processes with Applications to Statistics (Classics in Applied Mathematics, Series Number 59) - Softcover

Shorack, Galen R.; Wellner, Jon A.

Softcover

ISBN 10: 0898716845 ISBN 13: 9780898716849

Publisher: Society for Industrial and Applied Mathematics, 2009

Synopsis

Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. It also includes applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods, and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition.

About this title

Book Description:

Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. This book is appropriate for researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.

From the Publisher:

Here is the first book to summarize a broad cross-section of the large volume of literature available on one-dimensional empirical processes. Presents a thorough treatment of the theory of empirical processes, with emphasis on real random variable processes as well as a wide-ranging selection of applications in statistics. Featuring many tables and illustrations accompanying the proofs of major results, coverage includes foundations--special spaces and special processes, convergence and distribution of empirical processes, alternatives and processes of residuals, integral tests of fit and estimated empirical processes, and martingale methods.

About this edition

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 2009
• ISBN 10: 0898716845
• ISBN 13: 9780898716849
• Binding: Paperback
• Number of pages: 948