Asymptotic Statistics by Manfred DenkerAsymptotic Statistics by Manfred Denker

Asymptotic Statistics

byManfred Denker, Rabi Bhattacharya

Paperback | September 15, 2011

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Title:Asymptotic StatisticsFormat:PaperbackDimensions:9.25 × 6.1 × 0.03 inPublished:September 15, 2011Publisher:Birkhäuser BaselLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3034899645

ISBN - 13:9783034899642


Table of Contents

I: Asymptotic Expansions in Statistics1 by Rabi Bhattacharya.- §1. Cramér-Egeworth Expansions.- §2. Expansions of Distributions of Statistics Admitting Stochastic Expansions.- §3. Cornish-Fisher Expansions.- §4. Second Order Efficiency.- §5. Bootstrap and Edgeworth Expansion.- §6. Notes and References.- References.- II: Weak Convergence in Nonparametric Statistics by Manfred Denker.- 1: Symmetric Statistics.- 1. Definition of Symmetric Statistics.- 2. A Distributional Limit Theorem.- 3. Two Applications.- 4. Probability Theory for Symmetric Statistics.- References.- 2: Statistics Based on Ranking Methods.- 1. Definition of Rank Statistics.- 2. First Examples.- 3. The Asymptotic Distribution of Rank Statistics.- 4. Applications of Theorem 2.2.- 5. Some Open Problems.- 6. Remarks on Efficiency.- References.