0.1. The aim of the book Our "Contributions to a General Asymptotic Statistical Theory" (Springer Lecture Notes in Statistics, Vol. 13, 1982, called "Vol. I" in the following) suggest to describe the local structure of a general family ~ of probability measures by its tangent space, and the local be
Asymptotic Expansions for General Statistical Models
โ Scribed by Johann Pfanzagl (auth.)
- Publisher
- Springer New York
- Year
- 1985
- Tongue
- English
- Leaves
- 515
- Series
- Lecture Notes in Statistics 31
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Front Matter....Pages N2-VII
Introduction....Pages 1-17
Differentiability of Paths....Pages 18-56
Methodological Remarks about Derivatives and Tangent Spaces....Pages 57-85
Examples of Derivatives and Tangent Spaces....Pages 86-104
Differentiability of Functionals....Pages 105-127
Examples of Functionals and Gradients....Pages 128-152
Asymptotic Expansions for Power Functions....Pages 153-197
Evaluating the Performance of Estimators....Pages 198-244
Asymptotic Bounds for the Performance of Confidence Procedures and Estimators....Pages 245-287
The Possible Forms of Edgeworth Expansions for Asymptotically Efficient Estimator-Sequences....Pages 288-332
Statistics with Stochastic Expansion....Pages 333-381
Examples....Pages 382-427
Quantiles: An Example of an Irregular Functional....Pages 428-450
Lemmas....Pages 451-486
Back Matter....Pages 487-509
โฆ Subjects
Applications of Mathematics
๐ SIMILAR VOLUMES
<P>Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics. Moreover, the conclusions of asymptotic analysis often supplement the conclusions obtained by numerical methods. Providing a broad toolkit of analytical methods, <STRONG>
Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics. Moreover, the conclusions of asymptotic analysis often supplement the conclusions obtained by numerical methods. Providing a broad toolkit of analytical methods, Expansions