Weighted Approximations in Probability and Statistics - Hardcover

Csörgö, Miklós; Horváth, Lajos

 
9780471936350: Weighted Approximations in Probability and Statistics

Synopsis

Explores probability and statistics from the ``Hungarian construction'' viewpoint. Concentrates on renewal and related processes, on weighted approximations of empirical and quantile processes and on the asymptotic distributions of functionals of these weighted processes. Also covers strong approximations of partial sums of independent identically distributed random variables and general quantile processes and their approximations in detail. Includes appendix and references.

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