Aad van der Vaart, Jon Wellner

Weak Convergence and Empirical Processes (eBook, PDF)

With Applications to Statistics

• Format: PDF

Produktbeschreibung

This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 510
• Erscheinungstermin: 9. März 2013
• Englisch
• ISBN-13: 9781475725452
• Artikelnr.: 44041949

Inhaltsangabe

1.1. Introduction.- 1.2. Outer Integrals and Measurable Majorants.- 1.3. Weak Convergence.- 1.4. Product Spaces.- 1.5. Spaces of Bounded Functions.- 1.6. Spaces of Locally Bounded Functions.- 1.7. The Ball Sigma-Field and Measurability of Suprema.- 1.8. Hilbert Spaces.- 1.9. Convergence: Almost Surely and in Probability.- 1.10. Convergence: Weak, Almost Uniform, and in Probability.- 1.11. Refinements.- 1.12. Uniformity and Metrization.- 2.1. Introduction.- 2.2. Maximal Inequalities and Covering Numbers.- 2.3. Symmetrization and Measurability.- 2.4. Glivenko-Cantelli Theorems.- 2.5. Donsker Theorems.- 2.6. Uniform Entropy Numbers.- 2.7. Bracketing Numbers.- 2.8. Uniformity in the Underlying Distribution.- 2.9. Multiplier Central Limit Theorems.- 2.10. Permanence of the Donsker Property.- 2.11. The Central Limit Theorem for Processes.- 2.12. Partial-Sum Processes.- 2.13. Other Donsker Classes.- 2.14. Tail Bounds.- 3.1. Introduction.- 3.2. M-Estimators.- 3.3. Z-Estimators.- 3.4. Rates ofConvergence.- 3.5. Random Sample Size, Poissonization and Kac Processes.- 3.6. The Bootstrap.- 3.7. The Two-Sample Problem.- 3.8. Independence Empirical Processes.- 3.9. The Delta-Method.- 3.10. Contiguity.- 3.11. Convolution and Minimax Theorems.- A. Appendix.- A.1. Inequalities.- A.2. Gaussian Processes.- A.2.1. Inequalities and Gaussian Comparison.- A.2.2. Exponential Bounds.- A.2.3. Majorizing Measures.- A.2.4. Further Results.- A.3. Rademacher Processes.- A.4. Isoperimetric Inequalities for Product Measures.- A.5. Some Limit Theorems.- A.6. More Inequalities.- A.6.1. Binomial Random Variables.- A.6.2. Multinomial Random Vectors.- A.6.3. Rademacher Sums.- Notes.- References.- Author Index.- List of Symbols.

Rezensionen

"...succeeds and complements Billingsleys classic work and will become the standard source of study and reference for students and researchers...." The Statistician