| 書目名稱 | Weak Convergence and Empirical Processes |
| 副標題 | With Applications to |
| 編輯 | A. W. van der Vaart,Jon A. Wellner |
| 視頻video | http://file.papertrans.cn/1022/1021354/1021354.mp4 |
| 概述 | Includes new coverage of Glivenko-Cantelli preservation theorems & new applications in statistics.Covers a range of applications in statistics including rates of convergence of estimators.Presents a t |
| 叢書名稱 | Springer Series in Statistics |
| 圖書封面 |  |
| 描述 | This book provides an account of weak convergence theory, empirical processes, and their application to a wide variety of problems in statistics. The first part of the book presents a thorough treatment of stochastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of applications in statistics including rates of convergence of estimators; limit theorems for M? and Z?estimators; the bootstrap; the functional delta-method and semiparametric estimation. Most of the chapters conclude with “problems and complements.” Some of these are exercises to help the reader’s understanding of the material, whereas others are intended to supplement the text.?.This second edition includes many of the new developments in the field since publication of the first edition in 1996: Glivenko-Cantelli preservation theorems; new bounds on expectations ofsuprema of empirical processes; new bounds on covering numbers for various function classes; generic chaining; definitive versions of concentration bounds; and new applications in statistics including penalized M-estimation, |
| 出版日期 | Book 2023Latest edition |
| 關鍵詞 | Weak Convergence; Empirical Processes; Glivenko-Cantelli Theorems; Donsker Theorems; Bracketing Entropy; |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-031-29040-4 |
| isbn_ebook | 978-3-031-29040-4Series ISSN 0172-7397 Series E-ISSN 2197-568X |
| issn_series | 0172-7397 |
| copyright | Springer Nature Switzerland AG 2023 |
|Archiver|手機版|小黑屋|
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