Vaart, A. W. van der.
Asymptotic statistics / A. W. van der Vaart.
— Cambridge, UK : Cambridge University Press, 1998. xv, 443 p. : il. ; 26 cm. — (Cambridge series in statistical and probabilistic mathematics)
Incluye referencias bibliográficas (p. 433-438) e índice.
Contenido: 1. Introduction — 2. Stochastic convergence — 3. Delta-method — 4. Moment estimators — 5. M- and Z-estimators — 6. Contiguity — 7. Local asymptotic normality — 8. Efficiency of estimators — 9. Limits of experiments — 10. Bayes procedures — 11. Projections — 12. U-statistics — 13. Rank, sign, and permutation statistics — 14. Relative efficiency of tests — 15. Efficiency of tests — 16. Likelihood ratio tests — 17. Chi-square tests — 18. Stochastic convergence in metric spaces — 19. Empirical processes — 20. Functional delta-method — 21. Quantiles and order statistics — 22. L-statistics — 23. Bootstrap — 24. Nonparametric density estimation — 25. Semiparametric models.
ISBN 0521496039. — ISBN 0521784506 (pbk.)
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