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Asymptotic statistics

Author: A W van der Vaart
Publisher: Cambridge, UK ; New York, NY, USA : Cambridge University Press, 1998.
Series: Cambridge series on statistical and probabilistic mathematics.
Edition/Format:   Print book : EnglishView all editions and formats
"This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: A W van der Vaart
ISBN: 0521496039 9780521496032 0521784506 9780521784504
OCLC Number: 38738910
Notes: UNCG University Libraries notes:
1. Introduction -- 2. Stochastic Convergence -- 3. Delta Method -- 4. Moment Estimators -- 5. M- and Z-Estimators -- 6. Contiguity -- 7. Local Asymptotic Normality -- 8. Efficiency of Estimators -- 9. Limits of Experiments -- 10. Bayes Procedures -- 11. Projections -- 12. U-Statistics -- 13. Rank, Sign, and Permutation Statistics -- 14. Relative Efficiency of Tests -- 15. Efficiency of Tests -- 16. Likelihood Ratio Tests -- 17. Chi-Square Tests -- 18. Stochastic Convergence in Metric Spaces -- 19. Empirical Processes -- 20. Functional Delta Method -- 21. Quantiles and Order Statistics -- 22. L-Statistics -- 23. Bootstrap -- 24. Nonparametric Density Estimation -- 25. Semiparametric Models.
Description: xv, 443 pages : illustrations ; 26 cm.
Contents: 1. Introduction --
2. Stochastic convergence --
3. The delta-method --
4. Moment estimators --
5. M- and Z-estimators --
6. Contiguity --
7. Local asymptotic normality --
8. Efficiency of estimators --
9. Limits of experiments --
10. Bayes procedures --
11. Projections --
12. U-statistics --
13. Rank, sign, and permutation statistics --
14. Relative efficiency of tests --
15. Efficiency of tests --
16. Likelihood ratio tests --
17. Chi-square tests --
18. Stochastic convergence in metric spaces --
19. Empirical processes --
20. The functional delta-method --
21. Quantiles and order statistics --
22. L-statistics --
23. The bootstrap --
24. Nonparametric density estimation --
25. Semiparametric models.
Series Title: Cambridge series on statistical and probabilistic mathematics.
Other Titles: Cambridge series on statistical and probabilistic mathematics.
Responsibility: A.W. van der Vaart.
Local System Bib Number:


A mathematically rigorous, practical introduction presenting standard topics plus research.  Read more...
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'The book is extremely well written and clear ... it is comprehensive and has an abundant supply of worked examples ... anyone who is genuinely interested in learning about some of the recent Read more...

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