Price loading...

Weak Convergence and Empirical Processes: With Applications to Statistics (Springer Series in Statistics)

Probability & Statistics

Price data last checked 103 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

This book provides an account of weak convergence theory, empirical processes, and their application to a wide variety of problems in statistics. The first part of the book presents a thorough treatment of stochastic 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 applications in statistics including rates of convergence of estimators; limit theorems for M- and Z-estimators; the bootstrap; the functional delta-method and semiparametric estimation. Most of the chapters 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. This second edition includes many of the new developments in the field since publication of the first edition in 1996: Glivenko-Cantelli preservation theorems; new bounds on expectations ofsuprema of empirical processes; new bounds on covering numbers for various function classes; generic chaining; definitive versions of concentration bounds; and new applications in statistics including penalized M-estimation, the lasso, classification, and support vector machines. The approximately 200 additional pages also round out classical subjects, including chapters on weak convergence in Skorokhod space, on stable convergence, and on processes based on pseudo-observations.

Product Specifications

Format: hardcover
ASIN: 3031290380
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 12 July 2023
Listed Since: 12 July 2023

Barcode

No barcode data available

Weak Convergence and Empirical Processes: With Applications to Statistics (Springer Series in Statistics)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Weak Convergence and Empirical Processes: With Applications to Statistics (Springer Series in Statistics)

Convergence of Stochastic Processes (Springer Series in Statistics)

Probability, Statistics, and Stochastic Processes

Dependence in Probability and Statistics: 187 (Lecture Notes in Statistics, 187)

Stochastic Limit Theory: An Introduction for Econometricians

Mathematical Statistics (Springer Texts in Statistics)

Statistical Decision Theory: Estimation, Testing, and Selection (Springer Series in Statistics)

Springer Limit Theorems for Stochastic Processes - Vol 288

Mathematical Statistics with Applications in R

Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications)

Deconvolution Problems in Nonparametric Statistics: 193 (Lecture Notes in Statistics, 193)

Introduction to High-Dimensional Statistics (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Elements of Applied Stochastic Processes: 378 (Wiley Series in Probability and Statistics)

Models for Probability and Statistical Inference: Theory and Applications (Wiley Series in Probability and Statistics)

Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)

Applied Probability (Springer Texts in Statistics)

Computational Statistics (Statistics and Computing)

Weak Convergence of Measures (Mathematical Surveys and Monographs)

Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems: 60 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 60)

Probability for Statisticians (Springer Texts in Statistics)

Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices (Probability and Its Applications)

Computational Statistics (Statistics and Computing)

Mathematical Statistics (Springer Texts in Statistics)

Fundamental Statistical Inference: A Computational Approach: 216 (Wiley Series in Probability and Statistics)