Weak Convergence and Empirical Processes : With Applications to Statistics
Language: English
Published by Springer, Berlin, Springer New York, Springer, 2012
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
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US$ 417.30
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Neuware - This book tries to do three things. The first goal is to give an exposition of certain modes of stochastic convergence, in particular convergence in distribution. The classical theory of this subject was developed mostly in the 1950s and is well summarized in Billingsley (1968). During the last 15 years, the need for a more general theory allowing random elements that are not Borel measurable has become well established, particularly in developing the theory of empirical processes. Part 1 of the book, Stochastic Convergence, gives an exposition of such a theory following the ideas of J. Hoffmann-J!1Jrgensen and R. M. Dudley. A second goal is to use the weak convergence theory background devel oped in Part 1 to present an account of major components of the modern theory of empirical processes indexed by classes of sets and functions. The weak convergence theory developed in Part 1 is important for this, simply because the empirical processes studied in Part 2, Empirical Processes, arenaturally viewed as taking values in nonseparable Banach spaces, even in the most elementary cases, and are typically not Borel measurable. Much of the theory presented in Part 2 has previously been scattered in the journal literature and has, as a result, been accessible only to a relatively small number of specialists. In view of the importance of this theory for statis tics, we hope that the presentation given here will make this theory more accessible to statisticians as well as to probabilists interested in statistical applications.…
Seller Inventory # 9781475725476
- Title
- Weak Convergence and Empirical Processes : With Applications to Statistics
- Author
- Aad van der Vaart
- Publisher
- Springer, Berlin, Springer New York, Springer
- Publication year
- 2012
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 1475725477
- ISBN 13
- 9781475725476
- Item weight
- 801 grams
- Dimensions
- 239x170x29 mm
- Series
- Book 28 of 160: Springer Series in Statistics
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