Asymptotic statistics
A. W. van der Vaart.
Cambridge, UK : Cambridge University Press, 1998.
xv, 443 págs. : ilustraciones ; 26 cm.
Serie: Cambridge series in statistical and probabilistic mathematics
ISBN: 0521496039, 0521784506 (pbk.)
Incluye referencias bibliográficas (p. 433-438) e índice.
Reseña: MathSciNet, 2000c:62003
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.
