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书名 | 渐近统计(英文版) |
分类 | 科学技术-自然科学-数学 |
作者 | (荷)A.W.范德瓦特 |
出版社 | 世界图书出版公司 |
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简介 | 内容推荐 A.W.范德瓦特著的《渐近统计(英文版)》是一部介绍渐近统计经典教材,内容实用而且数学理论论述严谨。书中除了介绍介绍渐近统计的核心内容——似然推断,M估计,渐近效率,U统计和秩过程,书中还涉及该领域的最新研究论题,如半参数模型,自助法,经验过程,等其他应用。本书各章有习题。 目录 Preface Notation 1. Introduction 1.1. Approximate Statistical Procedures 1.2. Asymptotic Optimality Theory 1.3. Limitations 1.4. The Index n 2. Stochastic Convergence 2.1. Basic Theory 2.2. Stochastic o and O Symbols 2.3. Characteristic Functions 2.4. Almost-Sure Representations 2.5. Convergence of Moments 2.6. Convergence-Determining Classes 2.7. Law of the Iterated Logarithm 2.8. Lindeberg-Feller Theorem 2.9. Convergence in Total Variation Problems 3. Delta Method 3.1. Basic Result 3.2. Variance-Stabilizing Transformations 3.3. Higher-Order Expansions 3.4. Uniform Delta Method 3.5. Moments Problems 4. Moment Estimators 4.1. Method of Moments 4.2. Exponential Families Problems 5. M- and Z-Estimators 5.1. Introduction 5.2. Consistency 5.3. Asymptotic Normality 5.4. Estimated Parameters 5.5. Maximum Likelihood Estimators 5.6. Classical Conditions 5.7. One-Step Estimators 5.8. Rates of Convergence 5.9. Argmax Theorem Problems 6. Contiguity 6.1. Likelihood Ratios 6.2. Contiguity Problems 7. Local Asymptotic Normality 7.1. Introduction 7.2. Expanding the Likelihood 7.3. Convergence to a Normal Experiment 7.4. Maximum Likelihood 7.5. Limit Distributions under Alternatives 7.6. Local Asymptotic Normality Problems 8. Efficiency of Estimators 8.1. Asymptotic Concentration 8,2, Relative Efficiency 8.3. Lower Bound for Experiments 8.4. Estimating Normal Means 8.5. Convolution Theorem 8.6. Almost-Everywhere Convolution Theorem 8.7. Local Asymptotic Minimax Theorem 8.8. Shrinkage Estimators 8,9. Achieving the Bound 8.10. Large Deviations Problems 9. Limits of Experiments 9.1. Introduction 9.2. Asymptotic Representation Theorem 9.3. Asymptotic Normality 9.4. Uniform Distribution 9.5. Pareto Distribution 9.6. Asymptotic Mixed Normality 9.7. Heuristics Problems 10. Bayes Procedures 10.1. Introduction 10.2. Bernstein-von Mises Theorem 10.3. Point Estimators 10.4. Consistency Problems 11. Projections 11.1. Projections 11.2. Conditional Expectation 11.3. Projection onto Sums 11.4. Hoeffding Decomposition Problems 12. U-Statistics 12.1. One-Sample U-Statistics 12.2. Two-Sample U-statistics 12.3. Degenerate U-Statistics Problems 13. Rank, Sign, and Permutation Statistics 13.1. Rank Statistics 13.2. Signed Rank Statistics 13.3. Rank Statistics for Independence 13.4. Rank Statistics under Alternatives 13.5. Permutation Tests 13.6. Rank Central Limit Theorem Problems 14. Relative Efficiency of Tests 14.1. Asymptotic Power Functions 14.2. Consistency 14.3. Asymptotic Relative Efficiency 14.4. Other Relative Efficiencies 14.5. Rescaling Rates Problems 15. Efficiency of Tests 15.1. Asymptotic Representation Theorem 15.2. Testing Normal Means 15.3. Local Asymptotic Normality 15.4. One-Sample Location 15.5. Two-Sample Problems Problems 16. Likelihood Ratio Tests 16.1. Introduction 16.2. Taylor Expansion 16.3. Using Local Asymptotic Normality 16.4. Asymptotic Power Functions 16.5. Bartlett Correction 16.6. Bahadur Efficiency Problems 17. Chi-Square Tests 17.1. Quadratic Forms in Normal Vectors 17.2. Pearson Statistic 17.3. Estimated Parameters 17.4. Testing Independence 17.5. Goodness-of-Fit Tests 17.6. Asymptotic Efficiency Problems 18. Stochastic Convergence in Metric Spaces 18.1. Metric and Normed Spaces 18.2. Basic Properties 18.3. Bounded Stochastic Processes Problems 19. Empirical Processes 19.1. Empirical Distribution Functions 19.2. Empirical Distributions 19.3. Goodness-of-Fit Statistics 19.4. Random Functions 19.5. Changing Classes 19.6. Maximal Inequalities Problems 20. |
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