Asymptotic Statistics (Paperback)
暫譯: 漸近統計學 (平裝本)

A. W. van der Vaart

  • 出版商: Cambridge
  • 出版日期: 2000-06-19
  • 售價: $2,940
  • 貴賓價: 9.5$2,793
  • 語言: 英文
  • 頁數: 460
  • 裝訂: Paperback
  • ISBN: 0521784506
  • ISBN-13: 9780521784504
  • 相關分類: 機率統計學 Probability-and-statistics
  • 海外代購書籍(需單獨結帳)

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商品描述

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.

商品描述(中文翻譯)

這是對漸近統計學領域的實用且數學上嚴謹的介紹。除了漸近課程中的大多數標準主題——似然推斷、M-估計、漸近效率理論、U-統計量和秩程序——本書還介紹了最近的研究主題,如半參數模型、自助法(bootstrap)和經驗過程及其應用。這些主題是從極限實驗的近似這一核心思想組織而成,這是本書的統一主題之一,主要涉及通過涉及單一正態分佈觀察的地點實驗對經典獨立同分佈(i.i.d.)設置的平滑參數進行局部近似。