Empirical Processes with Applications to Statistics

Galen R. Shorack · Jon A. Wellner

thg 1 2009 · Classics in Applied Mathematics Sách 59 · SIAM

Giới thiệu về sách điện tử này

Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables; applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods; and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. Audience: researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.