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DasGupta A. — Asymptotic Theory of Statistics and Probability
DasGupta A. — Asymptotic Theory of Statistics and Probability

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Название: Asymptotic Theory of Statistics and Probability

Автор: DasGupta A.


This 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.

Язык: en

Рубрика: Математика/

Статус предметного указателя: Неизвестно

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Год издания: 2008

Количество страниц: 724

Добавлена в каталог: 05.04.2008

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