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Some Limit Theorems in Statistics

โœ Scribed by R. Bahadur


Book ID
127405658
Publisher
Society for Industrial Mathematics
Year
1987
Tongue
English
Weight
482 KB
Series
CBMS-NSF Regional Conference Series in Applied Mathematics
Edition
SIAM
Category
Library
ISBN
0898711754

No coin nor oath required. For personal study only.

โœฆ Synopsis


A discussion of some topics in the theory of large deviations such as moment-generating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.


๐Ÿ“œ SIMILAR VOLUMES


Some Limit Theorems
โœ C. T. Rajagopal ๐Ÿ“‚ Article ๐Ÿ“… 1948 ๐Ÿ› John Hopkins University Press ๐ŸŒ English โš– 651 KB
Limit theorems for rank statistics
โœ M. Huลกkovรก ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 363 KB

The purpose of the paper is to extend the weak asymptotic results for the weighted partial sums of i.i.d, random variables to the weighted partial sums of rank scores. These results then suggest various test procedures for the change point problem. The crucial tools in the proofs are martingale pro