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Bücher Wissen & Bildung Englische Bücher Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Weak Convergence and Empirical Processes
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Weak Convergence and Empirical Processes
Aad van der vaart, Jon Wellner (Broschiert, Englisch)
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Beschreibung
This book tries to do three things. The first goal is to give an exposition of certain modes of stochastic convergence, in particular convergence in distribution. The classical theory of this subject was developed mostly in the 1950s and is well summarized in Billingsley (1968). During the last 15 years, the need for a more general theory allowing random elements that are not Borel measurable has… become well established, particularly in developing the theory of empirical processes. Part 1 of the book, Stochastic Convergence, gives an exposition of such a theory following the ideas of J. Hoffmann-J!1Jrgensen and R. M. Dudley. A second goal is to use the weak convergence theory background devel oped in Part 1 to present an account of major components of the modern theory of empirical processes indexed by classes of sets and functions. The weak convergence theory developed in Part 1 is important for this, simply because the empirical processes studied in Part 2, Empirical Processes, arenaturally viewed as taking values in nonseparable Banach spaces, even in the most elementary cases, and are typically not Borel measurable. Much of the theory presented in Part 2 has previously been scattered in the journal literature and has, as a result, been accessible only to a relatively small number of specialists. In view of the importance of this theory for statis tics, we hope that the presentation given here will make this theory more accessible to statisticians as well as to probabilists interested in statistical applications. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
24.12.2012
Sprache
Englisch
EAN
9781475725476
Herausgeber
Springer US
Serien- oder Bandtitel
Springer Series in Statistics
Sonderedition
Nein
Autor
Aad van der vaart, Jon Wellner
Seitenanzahl
510
Auflage
1
Einbandart
Broschiert
Hersteller: Springer Nature Customer Service Center GmbH, ProductSafety@springernature.com
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