Empirical Processes with Applications to StatisticsSIAM, 24.09.2009 - 997 Seiten Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. It also includes applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods, and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. |
Inhalt
CL59_ch1 | 1 |
CL59_ch2 | 23 |
CL59_ch3 | 85 |
CL59_ch4 | 151 |
CL59_ch5 | 201 |
CL59_ch6 | 258 |
CL59_ch7 | 293 |
CL59_ch8 | 334 |
CL59_ch16 | 597 |
CL59_ch17 | 621 |
CL59_ch18 | 637 |
CL59_ch19 | 660 |
CL59_ch20 | 695 |
CL59_ch21 | 720 |
CL59_ch22 | 743 |
CL59_ch23 | 763 |
CL59_ch9 | 343 |
CL59_ch10 | 404 |
CL59_ch11 | 438 |
CL59_ch12 | 491 |
CL59_ch13 | 504 |
CL59_ch14 | 531 |
CL59_ch15 | 584 |
CL59_ch24 | 781 |
CL59_ch25 | 796 |
CL59_ch26 | 826 |
CL59_appendixa | 842 |
CL59_appendixb | 884 |
CL59_backmatter | 901 |
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Empirical Processes with Applications to Statistics Galen R. Shorack,Jon A. Wellner Eingeschränkte Leseprobe - 2009 |
Häufige Begriffe und Wortgruppen
a₁ absolutely continuous analogous arbitrary asymptotic b₁ Binomial Brownian bridge Brownian motion c₁ Chapter condition consider continuous df convergence Corollary covariance function Csörgő d₁ define denote density df F df's empirical df empirical process Exercise exponential bound F₁ finite fixed follows gives Glivenko-Cantelli theorem Hence holds Hungarian construction hypothesis iid F implies independent inequality Inequality integrable interval Isisn Lemma Let F Let X1 lim sup linear log 1/an log2 martingale modulus of continuity normal Note o-field order statistics p₁ partial-sum process Poisson process probability space proof of Theorem Proposition prove quantile process random Recall replace rv's S₁ satisfies Section sequence Shorack Skorokhod special construction submartingale Suppose symmetric T₁ theorem Theorem uniformly Verify weak convergence Wellner Y₁ σ²
