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) < 00, for some integer s;::: 3, and that Q is normalized, (1.2) J x(i)Q(dx) = 0 (1 ~ i ~ k), J x(i)x(j)Q(dx) = Dij (1 ~ i,j ~ k).
Produktkennzeichnungen
ISBN-10
3034899645
ISBN-13
9783034899642
eBay Product ID (ePID)
172903971
Produkt Hauptmerkmale
Sprache
Englisch
Anzahl der Seiten
124 Seiten
Verlag
Birkhäuser Basel, Springer Basel
Publikationsname
Asymptotic Statistics
Autor
Rabi Bhattacharya
Format
Taschenbuch
Erscheinungsjahr
2011
Zusätzliche Produkteigenschaften
Hörbuch
No
Inhaltsbeschreibung
Paperback
Item Length
23cm
Item Height
7mm
Item Width
15cm
Nummer Innerhalb der Serie
14
Mitautor
Manfred Denker
Buchreihe
Oberwolfach Seminars
Item Weight
201g
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