The Bootstrap and Edgeworth Expansion


Author: Peter Hall
Publisher: Springer Science & Business Media
ISBN: 146124384X
Category: Mathematics
Page: 354
View: 8010

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This monograph addresses two quite different topics, each being able to shed light on the other. Firstly, it lays the foundation for a particular view of the bootstrap. Secondly, it gives an account of Edgeworth expansion. The first two chapters deal with the bootstrap and Edgeworth expansion respectively, while chapters 3 and 4 bring these two themes together, using Edgeworth expansion to explore and develop the properties of the bootstrap. The book is aimed at graduate level for those with some exposure to the methods of theoretical statistics. However, technical details are delayed until the last chapter such that mathematically able readers without knowledge of the rigorous theory of probability will have no trouble understanding most of the book.

Time Series Analysis

Methods and Applications
Author: Tata Subba Rao,Suhasini Subba Rao,Calyampudi Radhakrishna Rao
Publisher: Elsevier
ISBN: 0444538585
Category: Mathematics
Page: 755
View: 589

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The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respective areas

Theory of Nonparametric Tests


Author: Thorsten Dickhaus
Publisher: Springer
ISBN: 3319763156
Category: Mathematics
Page: 124
View: 5063

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This textbook provides a self-contained presentation of the main concepts and methods of nonparametric statistical testing, with a particular focus on the theoretical foundations of goodness-of-fit tests, rank tests, resampling tests, and projection tests. The substitution principle is employed as a unified approach to the nonparametric test problems discussed. In addition to mathematical theory, it also includes numerous examples and computer implementations. The book is intended for advanced undergraduate, graduate, and postdoc students as well as young researchers. Readers should be familiar with the basic concepts of mathematical statistics typically covered in introductory statistics courses.

Nonparametric Econometrics

Theory and Practice
Author: Qi Li,Jeffrey Scott Racine
Publisher: Princeton University Press
ISBN: 1400841062
Category: Business & Economics
Page: 768
View: 8878

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Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data--nominal and ordinal--in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types--continuous, nominal, and ordinal--within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

Handbook of Econometrics


Author: Zvi Griliches,Michael D. Intriligator,Robert F. Engle,Daniel McFadden
Publisher: North Holland
ISBN: N.A
Category: Econometrics
Page: 1200
View: 4302

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The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http: //www.elsevier.nl/locate/hes

Series Approximation Methods in Statistics


Author: John E. Kolassa
Publisher: Springer Science & Business Media
ISBN: 0387322272
Category: Mathematics
Page: 222
View: 8972

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This revised book presents theoretical results relevant to Edgeworth and saddlepoint expansions to densities and distribution functions. It provides examples of their application in some simple and a few complicated settings, along with numerical, as well as asymptotic, assessments of their accuracy. Variants on these expansions, including much of modern likelihood theory, are discussed and applications to lattice distributions are extensively treated.

Resampling Methods for Dependent Data


Author: S. N. Lahiri
Publisher: Springer Science & Business Media
ISBN: 147573803X
Category: Mathematics
Page: 374
View: 8577

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By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.

Encyclopedia of Statistics in Quality and Reliability


Author: Ron S. Kenett,Frederick W. Faltin
Publisher: Wiley
ISBN: 9780470018613
Category: Business & Economics
Page: 1800
View: 3722

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An essential reference for statisticians, engineers, and quality professionals in industry, academia, and government, Encyclopedia of Statistics in Quality and Reliability offers an essential knowledge source in an area where one is sorely needed. Providing a practical orientation with a large selection of case studies, this multi-volume state-of-the-art publication examines the widespread use of Six Sigma. This popular quality measuring technique is a highly adaptable tool with many wide-reaching applications in a large variety of sectors.

Encyclopedia of statistical sciences

Update
Author: Samuel Kotz,Campbell B. Read,David L. Banks
Publisher: Wiley-Interscience
ISBN: N.A
Category: Mathematics
Page: 768
View: 9061

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Encyclopedia of Statistical Sciences is the number one source of information on statistical theory, methods, and applications for researchers and clinicians. This new volume is the second of three updates designed to bring the Encyclopedia in line with new and emerging topics and important advances in statistical science made over the past decade. Each self-contained entry is written by a leader in the field and easily understood by readers with a modest statistical background. In addition to the main selections, which feature fascinating discussions of developments in various branches of the statistical sciences, readers will find a series of shorter entries ranging in subject matter from the lives of pioneers in statistics to updates of earlier articles and reviews of statistical agencies and journals. Up-to-date bibliographies, thorough cross-referencing, and extensive indexing facilitate quick access to specific information and provide an indispensable platform for further study and research With the publication of this update installment, the Encyclopedia of Statistical Sciences retains its position as a cutting-edge reference of choice for those working in statistics, probability theory, biostatistics, quality control, and economics and in applications of statistical methods in sociology, engineering, computer science, biomedicine, psychology, and many other areas

Asymptotic Theory of Statistics and Probability


Author: Anirban DasGupta
Publisher: Springer Science & Business Media
ISBN: 0387759700
Category: Mathematics
Page: 722
View: 8195

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This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. The book is unique in its detailed coverage of fundamental topics. 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. There is no other book in large sample theory that matches this book in coverage, exercises and examples, bibliography, and lucid conceptual discussion of issues and theorems.