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BL
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| Record Number
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841396
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| Main Entry
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Sen, Pranab K.
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| Title & Author
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Large Sample Methods in Statistics (1994) : : an Introduction with Applications /\ editors, Singer, Julio M.
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| Edition Statement
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First edition.
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| Publication Statement
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Boca Raton, FL :: CRC Press,, 2017.
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| Series Statement
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CRC Press Revivals
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| Page. NO
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1 online resource :: text file, PDF
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| ISBN
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0203711602
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: 1351361155
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: 1351361171
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: 9780203711606
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: 9781351361156
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: 9781351361170
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1138106011
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9781138106017
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9781138560819
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Cover; Half Title; Title Page; Copyright Page; Dedication; Contents; Preface; 1 Objectives and Scope: General Introduction; 1.1 Introduction; 1.2 Large sample methods: an overview of applications; 1.3 The organization of this book; 1.4 Basic tools and concepts; 1.5 Concluding notes; 1.6 Exercises; 2 Stochastic Convergence; 2.1 Introduction; 2.2 Modes of stochastic convergence; 2.3 Probability inequalities and laws of large numbers; 2.4 Inequalities and laws of large numbers for some dependent variables; 2.5 Some miscellaneous convergence results; 2.6 Concluding notes; 2.7 Exercises
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3 Weak Convergence and Central Limit Theorems3.1 Introduction; 3.2 Some important tools; 3.3 Central limit theorems; 3.4 Projection results and variance-stabilizing transformations; 3.5 Rates of convergence to normality; 3.6 Concluding notes; 3.7 Exercises; 4 Large Sample Behavior of Empirical Distributions and Order Statistics; 4.1 Introduction; 4.2 Preliminary notions; 4.3 Sample quantiles; 4.4 Extreme order statistics; 4.5 Empirical distributions; 4.6 Functions of order statistics and empirical distributions; 4.7 Concluding notes; 4.8 Exercises
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5 A symptotic Behavior of Estimators and Test Statistics5.1 Introduction; 5.2 Asymptotic behavior of maximum likelihood estimators; 5.3 Asymptotic properties of U-statistics and related estimators; 5.4 Asymptotic behavior of other classes of estimators; 5.5 Asymptotic efficiency of estimators; 5.6 Asymptotic behavior of some test statistics; 5.7 Concluding notes; 5.8 Exercises; 6 Large Sample Theory for Categorical Data Models; 6.1 Introduction; 6.2 Nonparametric goodness-of-fit tests; 6.3 Estimation and goodness-of-fit tests: parametric case
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6.4 Asymptotic theory for some other important statistics6.5 Concluding notes; 6.6 Exercises; 7 Large Sample Theory for Regression Models; 7.1 Introduction; 7.2 Generalized least-squares procedures; 7.3 Robust estimators; 7.4 Generalized linear models; 7.5 Generalized least-squares versus generalized estimating equations; 7.6 Nonparametric regression; 7.7 Concluding notes; 7.8 Exercises; 8 Invariance Principles in Large Sample Theory; 8.1 Introduction; 8.2 Weak invariance principles; 8.3 Weak convergence of partial sum processes; 8.4 Weak convergence of empirical processes
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8.5 Weak convergence and statistical functionals8.6 Weak convergence and nonparametrics; 8.7 Strong invariance principles; 8.8 Concluding notes; 8.9 Exercises; References; Index
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| Abstract
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"This text bridges the gap between sound theoretcial developments and practical, fruitful methodology by providing solid justification for standard symptotic statistical methods. It contains a unified survey of standard large sample theory and provides access to more complex statistical models that arise in diverse practical applications."--Provided by publisher.
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| Subject
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Asymptotic distribution (Probability theory)
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| Subject
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Stochastic processes.
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Asymptotic distribution (Probability theory)
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Stochastic processes.
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| Dewey Classification
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519.52
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| LC Classification
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QA273.6 .S46 2018
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| Added Entry
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Singer, Julio M.
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