Non-Asymptotic Analysis of Approximation
β Yasunori Fujikoshi, Vladimir V. Ulyanov
π Library
π
2020
π Springer
π English
β¦ LIBER β¦
π
Non-Asymptotic Analysis of Approximations for Multivariate Statistics
β Scribed by Yasunori Fujikoshi, Vladimir V. Ulyanov
- Publisher
- Springer Singapore;Springer
- Year
- 2020
- Tongue
- English
- Leaves
- 133
- Series
- SpringerBriefs in Statistics
- Edition
- 1st ed.
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, CornishβFisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics.
β¦ Table of Contents
Front Matter ....Pages i-ix
Non-Asymptotic Bounds (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 1-4
Scale-Mixed Distributions (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 5-21
MANOVA Test Statistics (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 23-33
Linear and Quadratic Discriminant Functions (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 35-47
CornishβFisher Expansions (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 49-59
Likelihood Ratio Tests with Box-Type Moments (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 61-71
Bootstrap Confidence Sets (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 73-80
Gaussian Comparison and Anti-concentration (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 81-91
Approximations for Statistics Based on Random Sample Sizes (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 93-107
Power-Divergence Statistics (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 109-116
General Approach to Constructing Non-Asymptotic Bounds (Yasunori Fujikoshi, Vladimir V. Ulyanov)....Pages 117-130
β¦ Subjects
Statistics; Statistical Theory and Methods; Statistics and Computing/Statistics Programs; Applied Statistics
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