Weak Convergence and Empirical Processes : With Applications to Statistics /
This book provides an account of weak convergence theory and empirical processes and their applications to a wide variety of applications in statistics. The first part of the book presents a thorough account of stocastic convergence in its various forms. Part 2 brings together the theory of empirica...
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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York,
1996.
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| Series: | Springer series in statistics.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | This book provides an account of weak convergence theory and empirical processes and their applications to a wide variety of applications in statistics. The first part of the book presents a thorough account of stocastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of topics which demonstrate the applicability of the theory to important questions such as: limit theorems in asymptotic statistics; measures of goodness of fit; the bootstrap; and semiparametric estimation. Most of the sections conclude with "problems and complements". Some of these are exercises to help the reader's understanding of the material whereas others are intended to supplement the text. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xvi, 509 pages) |
| ISBN: | 9781475725452 (electronic bk.) 1475725450 (electronic bk.) |
| ISSN: | 0172-7397 |