Asymptotic theory of statistical inference
B. L. S. Prakasa Rao.
New York : Wiley, ©1987.
xiv, 438 págs. ; 24 cm.
Serie: Wiley series in probability and mathematical statistics. Probability and mathematical statistics, ISSN 0271-2728
ISBN: 0471843350
Incluye referencias bibliográficas e índices.
Reseña: MathSciNet, 88b:62001
Contenido
- 1. Probability and stochastic processes
- 2. Limit theorems for some statistics
- 3. Asymptotic theory of estimation
- 4. Linear parametric inference
- 5. Martingale approach to inference
- 6. Inference in nonlinear regression
- 7. von Mises functionals
- 8. Empirical characteristic function and its applications.