Asymptotic Statistics in Insurance Risk Theory, Shimizu Yasutaka

Автор: Helmut Rieder
Название: Robust Asymptotic Statistics
ISBN: 1468406264 ISBN-13(EAN): 9781468406269
Издательство: Springer
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Цена: 102480.00 T
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Описание: 1 To the king, my lord, from your servant Balasi : 2 ... Maybe the scribe who reads to the king did not understand . Functionals extend the parameter of the assumed ideal center model to neighborhoods of this model that contain the actual distri- bution.

Автор: N. Balakrishnan; I.A.V.B. Ibragimov; V.B. Nevzorov
Название: Asymptotic Methods in Probability and Statistics with Applications
ISBN: 0817642145 ISBN-13(EAN): 9780817642143
Издательство: Springer
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Цена: 121110.00 T
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Описание: The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches.

Автор: Fujikoshi Yasunori, Ulyanov Vladimir V.
Название: Non-Asymptotic Analysis of Approximations for Multivariate Statistics
ISBN: 9811326150 ISBN-13(EAN): 9789811326158
Издательство: Springer
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Цена: 55890.00 T
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Описание: This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish-Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size.

Автор: Vladimir I. Piterbarg
Название: Asymptotic Methods in the Theory of Gaussian Processes and Fields
ISBN: 0821883313 ISBN-13(EAN): 9780821883310
Издательство: Mare Nostrum (Eurospan)
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Цена: 75770.00 T
Наличие на складе: Невозможна поставка.
Описание: This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typical functionals of Gaussian random variables and fields. The text begins with an extended introduction, which explains fundamental ideas and sketches the basic methods fully presented later in the book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.

Автор: Manfred Denker; Rabi Bhattacharya
Название: Asymptotic Statistics
ISBN: 3034899645 ISBN-13(EAN): 9783034899642
Издательство: Springer
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Цена: 23250.00 T
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Описание: These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P.: = J II x lis Q(dx)

Автор: Reinhard Hopfner
Название: Asymptotic Statistics: With a View to Stochastic Processes
ISBN: 3110250241 ISBN-13(EAN): 9783110250244
Издательство: Walter de Gruyter
Цена: 49530.00 T
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Описание: This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes. The book can be read in different ways, according to possibly different mathematical preferences of the reader. One reader may focus on the statistical theory, and thus on the chapters about Gaussian shift models, mixed normal and quadratic models, and on local asymptotics where the limit model is a Gaussian shift or a mixed normal or a quadratic experiment (LAN, LAMN, LAQ). Another reader may prefer an introduction to stochastic process models where given statistical results apply, and thus concentrate on subsections or chapters on likelihood ratio processes and some diffusion type models where LAN, LAMN or LAQ occurs. Finally, readers might put together both aspects. The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area.

Автор: Petr Mandl; Marie Huskova
Название: Asymptotic Statistics
ISBN: 3790807702 ISBN-13(EAN): 9783790807707
Издательство: Springer
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Цена: 102480.00 T
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Описание: Covering a wide range of topics in the field, this volume explores research in the detection of systematic changes, series of observation, robust regression analysis, numerical empirical processes and the related areas of actuarial sciences and mathematical programming.

Автор: Anirban DasGupta
Название: Asymptotic Theory of Statistics and Probability
ISBN: 1461498848 ISBN-13(EAN): 9781461498841
Издательство: Springer
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Цена: 83850.00 T
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Описание: This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools.

Автор: N. Balakrishnan; I.A.V.B. Ibragimov; V.B. Nevzorov
Название: Asymptotic Methods in Probability and Statistics with Applications
ISBN: 1461266637 ISBN-13(EAN): 9781461266631
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches.

Автор: Manfred Denker; Rabi Bhattacharya
Название: Asymptotic Statistics
ISBN: 3764322829 ISBN-13(EAN): 9783764322823
Издательство: Springer
Рейтинг:
Цена: 27940.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P.: = J II x lis Q(dx)

Автор: Dasgupta, Anirban
Название: Asymptotic theory of statistics and probability
ISBN: 0387759700 ISBN-13(EAN): 9780387759708
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools.

Автор: Pons Odile
Название: Statistical Tests Of Nonparametric Hypotheses: Asymptotic Theory
ISBN: 981453174X ISBN-13(EAN): 9789814531740
Издательство: World Scientific Publishing
Цена: 100320.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An overview of the asymptotic theory of optimal nonparametric tests is presented in this book. It covers a wide range of topics: Neyman-Pearson and LeCam's theories of optimal tests, the theories of empirical processes and kernel estimators with extensions of their applications to the asymptotic behavior of tests for distribution functions, densities and curves of the nonparametric models defining the distributions of point processes and diffusions. With many new test statistics developed for smooth curves, the reliance on kernel estimators with bias corrections and the weak convergence of the estimators are useful to prove the asymptotic properties of the tests, extending the coverage to semiparametric models. They include tests built from continuously observed processes and observations with cumulative intervals.