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Non-Asymptotic Analysis of Approximations for Multivariate Statistics (JSS Research Series in Statistics) - Softcover
Synopsis
This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish–Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics.
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About the Author
Fujikoshi, Yasunori, Hiroshima University, Higashi-Hiroshima, Japan
Ulyanov, Vladimir V., Moscow State University and HSE University, Moscow, Russia
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Non-Asymptotic Analysis of Approximations for Multivariate Statistics (Paperback)
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Paperback. Condition: new. Paperback. This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, CornishFisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics. This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, CornishFisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9789811326158
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Taschenbuch. Condition: Neu. Neuware -This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish-Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics. 130 pp. Englisch. Seller Inventory # 9789811326158
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