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Bücher Englische Bücher Asymptotic Expansions for General Statistical Models
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Asymptotic Expansions for General Statistical Models
Johann Pfanzagl (Broschiert, Englisch)
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Beschreibung
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 behavior of a functional K: ~ ~~k by its gradient. Starting from these basic concepts, asymptotic… envelope power functions for tests and asymptotic bounds for the concentration of estimators are obtained, and heuristic procedures are suggested for the construction of test- and estimator-sequences attaining these bounds. In the present volume, these asymptotic investigations are carried one step further: From approximations by limit distributions to approximations by Edgeworth expansions, 1 2 adding one term (of order n- / ) to the limit distribution. As in Vol. I, the investigation is "general" in the sense of dealing with arbitrary families of probability measures and arbitrary functionals. The investigation is special in the sense that it is restricted to statistical procedures based on independent, identically distributed observations. 2 Moreover, it is special in the sense that its concern are "regular" models (i.e. families of probability measures and functionals which are subject to certain general conditions, like differentiability). Irregular models are certainly of mathematical interest. Since they are hardly of any practical relevance, it appears justifiable to exclude them at this stage of the investigation. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
25.10.1985
Sprache
Englisch
EAN
9780387962214
Herausgeber
Springer US
Serien- oder Bandtitel
Lecture Notes in Statistics
Sonderedition
Nein
Autor
Johann Pfanzagl
Seitenanzahl
509
Einbandart
Broschiert
Bandzählung
31
Schlagwörter
approximation, behavior, construction, distribution, estimator, function, functional, functions, Mathematica, probability, statistical theory, statistics, Volume
Thema-Inhalt
PBW - Angewandte Mathematik
Höhe
244 mm
Breite
17 cm
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