Empirical Processes with Applications to Statistics

✍ Scribed by Galen R. Shorack; Jon A. Wellner

Publisher: Society for Industrial and Applied Mathematics (SIAM)
Year: 2009
Tongue: English
Leaves: 1000
Series: Classics in Applied Mathematics 59
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Here is the first book to summarize a broad cross-section of the large volume of literature available on one-dimensional empirical processes. Presents a thorough treatment of the theory of empirical processes, with emphasis on real random variable processes as well as a wide-ranging selection of applications in statistics. Featuring many tables and illustrations accompanying the proofs of major results, coverage includes foundations--special spaces and special processes, convergence and distribution of empirical processes, alternatives and processes of residuals, integral tests of fit and estimated empirical processes, and martingale methods.

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