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Dissertation
On extreme value approximation to tails of distribution functions
Authors: ---
ISBN: 905170805X Year: 2004 Publisher: Amsterdam Thela thesis


Book
Families of frequency distributions
Author:
ISBN: 0852641370 9780852641378 Year: 1972 Volume: 30 Publisher: London: Griffin,

Asymptotic statistics
Author:
ISBN: 0521496039 0521784506 1107263727 0511802250 9780521784504 9780511802256 9780521496032 Year: 1998 Publisher: Cambridge: Cambridge university press,

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Abstract

This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master's level statistics text, this book will also give researchers an overview of research in asymptotic statistics.

Approximate computation of expectations
Author:
ISBN: 0940600080 9780940600089 Year: 1986 Volume: v. 7 Publisher: Hayward Institute of Mathematical Statistics

Distributions in statistics : continuous multivariate distributions
Authors: ---
ISBN: 0471443700 9780471443704 Year: 1972 Publisher: New York (N.Y.): Wiley,

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