Asymptotic Statistics

Download or Read eBook Asymptotic Statistics PDF written by A. W. van der Vaart and published by Cambridge University Press. This book was released on 2000-06-19 with total page 470 pages. Available in PDF, EPUB and Kindle.
Asymptotic Statistics
Author :
Publisher : Cambridge University Press
Total Pages : 470
Release :
ISBN-10 : 0521784506
ISBN-13 : 9780521784504
Rating : 4/5 (06 Downloads)

Book Synopsis Asymptotic Statistics by : A. W. van der Vaart

Book excerpt: This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including 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, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master s level statistics text, this book will also give researchers an overview of the latest research in asymptotic statistics.


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