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Books, Free Shipping, Elements Of Large-sample Theory

Posted at: Offers to Sell and Export | Posted on: Mon 12 Jul, 2010 9:33 am | Product Category: Reference books [3760]
books shipping elements sample theory
Products Photos CatalogBooks Shipping Photos Catalog

Product Description:



1 Mathematical Background

1.1 The concept of limit

1.2 Embedding


1.3 Infinite series

1.4 Order relations and rates of convergence

1.5 Continuity

1.6 Distributions

1.7 Problems

2 Convergence in Probability and in Law

2.1 Convergence in probability

2.2 Applications

2.3 Convergence in law

2.4 The central limit theorem

2.5 Taylor's theorem and the delta method

2.6 Uniform convergence

2.7 The CLT for independent non-identical random variables

2.8 Central limit theorem for dependent variables

2.9 Problems

3 Performance of Statistical Tests

3.1 Critical values

3.2 Comparing two treatments

3.3 Power and sample size

3.4 Comparison of tests: Relative efficiency

3.5 Robustness

3.6 Problems

4 Estimation

4.1 Confidence intervals

4.2 Accuracy of point estimators

4.3 Comparing estimators

4.4 Sampling from a finite population

4.5 Problems

5 Multivariate Extensions

5.1 Convergence of multivariate distributions

5.2 The bivariate normal distribution

5.3 Some linear algebra

5.4 The multivariate normal distribution

5.5 Some applications

5.6 Estimation and testing in 2 2 tables

5.7 Testing goodness of fit

5.8 Problems

6 Nonparametric Estimation

6.1 U-Statistics

6.2 Statistical functionals

6.3 Limit distributions of statistical functionals

6.4 Density estimation

6.5 Bootstrapping

6.6 Problems

7 Efficient Estimators and Tests

7.1 Maximum likelihood

7.2 Fisher information

7.3 Asymptotic normality and multiple roots

7.4 Efficiency

7.5 The multiparameter case I. Asymptotic normality

7.6 The multiparameter case II. Efficiency

7.7 Tests and confidence intervals

7.8 Contingency tables

7.9 Problems



Author Index

Subject Index

Product Details

Author E.L.Lehmann

Publisher World Publishing Corporation

Isbn 7510004942, 9787510004940

Published January 2010

Pages 631

Size 24k

Edition First

Format Paperback

Language English

Page material gelatine plate paper

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