Large Sample Methods in Statistics (1994): An Introduction with Applications

ISBN-13: 9781138560819 / Angielski / Miękka / 2019 / 394 str.

Pranab K. Sen; Julio M. Singer

Opis

This text bridges the gap between sound theoretcial developments and practical, fruitful methodology by providing solid justification for standard symptotic statistical methods. It contains a unified survey of standard large sample theory and provides access to more complex statistical models that arise in diverse practical applications.

Spis treści

1 Objectives and Scope: General Introduction 2 Stochastic Convergence 3 Weak Convergence and Central Limit Theorems 4 Large Sample Behavior of Empirical Distributions and Order Statistics 5 Asymptotic Behavior of Estimators and Test Statistics 6 Large Sample Theory for Categorical Data Models 7 Large Sample Theory for Regression Models 8 Invariance Principles in Large Sample Theory