Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 3)

Vaart, A. W. Van Der

ISBN 10: 0521784506 / ISBN 13: 9780521784504

Published by Cambridge University Press, 2000

About this Item

Seller Inventory # ABLIING23Feb2416190014896

Bibliographic Details

• Title: Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 3)
• Publisher: Cambridge University Press
• Publication Date: 2000
• Language: English
• ISBN 10: 0521784506
• ISBN 13: 9780521784504
• Binding: Soft cover
• Condition: New

About this title

Synopsis

Here is a practical and mathematically rigorous introduction to the field of asymptotic statistics. In addition to most of the standard topics of an asymptotics course--likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures--the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, one of the book's unifying themes that mainly entails the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation.

Book Description

This book is an introduction to the field of asymptotic statistics. The treatment is mathematically rigorous but practical rather than simply technical. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. In addition to the usual topics of an asymptotics course, the author also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes. Suitable as a text for a graduate or Master's level statistics course, this book will also serve as a reference for researchers in statistics, probability, and their applications.