Projecting Statistical Functionals

Language: English

Published by Springer, Springer, 2001

038795239X / 9780387952390

Series: Book 19 of 72 - Lecture Notes in Statistics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - About 10 years ago I began studying evaluations of distributions of or der statistics from samples with general dependence structure. Analyzing in [78] deterministic inequalities for arbitrary linear combinations of order statistics expressed in terms of sample moments, I observed that we obtain the optimal bounds once we replace the vectors of original coefficients of the linear combinations by the respective Euclidean norm projections onto the convex cone of vectors with nondecreasing coordinates. I further veri fied that various optimal evaluations of order and record statistics, derived earlier by use of diverse techniques, may be expressed by means of projec tions. In Gajek and Rychlik [32], we formulated for the first time an idea of applying projections onto convex cones for determining accurate moment bounds on the expectations of order statistics. Also for the first time, we presented such evaluations for non parametric families of distributions dif ferent from families of arbitrary, symmetric, and nonnegative distributions. We realized that this approach makes it possible to evaluate various func tionals of great importance in applied probability and statistics in different restricted families of distributions. The purpose of this monograph is to present the method of using pro jections of elements of functional Hilbert spaces onto convex cones for es tablishing optimal mean-variance bounds of statistical functionals, and its wide range of applications. This is intended for students, researchers, and practitioners in probability, statistics, and reliability.

Seller Inventory # 9780387952390

Title
Projecting Statistical Functionals
Author
Tomasz Rychlik
Publisher
Springer, Springer
Publication year
2001
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
038795239X
ISBN 13
9780387952390
Item weight
300 grams
Dimensions
235x155x11 mm
Series
Book 19 of 72: Lecture Notes in Statistics

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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