Asymptotic Statistics

Here is a practical and mathematically rigorous introduction to the field of asymptotic statistics. In addition to most of the standard topics of an asymptotics course--likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures--the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, one of the book's unifying themes that mainly entails the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation.

Author: A. W. Van Der Vaart
Publisher: Cambridge University Press
Published: 09/14/2000
Pages: 462
Binding Type: Paperback
Weight: 1.77lbs
Size: 9.10h x 6.83w x 1.06d
ISBN: 9780521784504

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