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008 100301s2008 xxu| s |||| 0|eng d
020 _a9780387759715
024 7 _a10.1007/978-0-387-75971-5
_2doi
035 _a978-0-387-75971-5
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.5
090 _amg
100 1 _aDasGupta, Anirban
_99290
245 1 0 _aAsymptotic Theory of Statistics and Probability
_h[electronic resource]/
_cby Anirban DasGupta.
260 _aNew York:
_bSpringer New York,
_c2008.
300 _aXVII, 724p.
_bdigital.
490 0 _aSpringer Texts in Statistics,
_x1431-875X
505 0 _aBasic Convergence Concepts and Theorems -- Metrics, Information Theory, Convergence, and Poisson Approximations -- More General Weak and Strong Laws and the Delta Theorem -- Transformations -- More General Clts -- Moment Convergence and Uniform Integrability -- Sample Percentiles and Order Statistics -- Sample Extremes -- Central Limit theorems for Dependent Sequences -- Central Limit Theorem for Markov Chains -- Accuracy of Clts -- Invariance Principles -- Edgeworth Expansions and Cumulants -- Saddlepoint Approximations -- U-Statistics -- Maximum Likelihood Estimates -- M Estimates -- the Trimmed Mean -- Multivariate Location Parameter and Multivariate Medians -- Bayes Procedures and Posterior Distributions -- Testing Problems -- Asymptotic Efficiency in Testing -- Some General Large Deviation Results -- Classical Nonparametrics -- Two-Sample Problems -- Goodness of Fit -- Chi-Square Tests for Goodness of Fit -- Goodness of Fit With Estimated Parameters -- The Bootstrap -- Jackknife -- Permutation Tests -- Density Estimation -- Mixture Models and Nonparametric Deconvolution -- High Dimensional Inference and False Discovery .
520 _aThis book is an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. The book has 34 chapters over a wide range of topics, nearly 600 exercises for practice and instruction, and another 300 worked out examples. It also includes a large compendium of 300 useful inequalities on probability, linear algebra, and analysis that are collected together from numerous sources, as an invaluable reference for researchers in statistics, probability, and mathematics. It can be used as a graduate text, as a versatile research reference, as a source for independent reading on a wide assembly of topics, and as a window to learning the latest developments in contemporary topics. The book is unique in its detailed coverage of fundamental topics such as central limit theorems in numerous setups, likelihood based methods, goodness of fit, higher order asymptotics, as well as of the most modern topics such as the bootstrap, dependent data, Bayesian asymptotics, nonparametric density estimation, mixture models, and multiple testing and false discovery. It provides extensive bibliographic references on all topics that include very recent publications. Anirban DasGupta is Professor of Statistics at Purdue University. He has also taught at the Wharton School of the University of Pennsylvania, at Cornell University, and at the University of California at San Diego. He has been on the editorial board of the Annals of Statistics since 1998 and has also served on the editorial boards of the Journal of the American Statistical Association, International Statistical Review, and the Journal of Statistical Planning and Inference. He has edited two monographs in the lecture notes monograph series of the Institute of Mathematical Statistics, is a Fellow of the Institute of Mathematical Statistics and has 70 refereed publications on theoretical statistics and probability in major journals .
650 0 _aStatistics.
_943790
650 0 _aMathematical statistics
_943558
697 _aMatemáticas Gerais-
_x(inclusive alguns textos elementares sobre assuntos específicos)
_923752
710 1 _aSpringerLink (Online service).
_98857
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387759708
830 0 _aSpringer texts in statistics
_941182
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-75971-5
942 _2impa
_cEBK
999 _aDASGUPTA, Anirban. <b> Asymptotic Theory of Statistics and Probability. </b> New York: Springer New York, 2008. XVII, 724p (Springer Texts in Statistics, 1431-875X). ISBN 9780387759715. Disponível em: <http://dx.doi.org/10.1007/978-0-387-75971-5 >
_c38504
_d38504