Empirical Processes with Applications to Statistics
$106.00 (P)
Part of Classics in Applied Mathematics
- Authors:
- Galen R. Shorack, University of Washington
- Jon A. Wellner, University of Washington
- Date Published: September 2009
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
- format: Paperback
- isbn: 9780898716849
$
106.00
(P)
Paperback
Looking for an examination copy?
This title is not currently available for examination. However, if you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact collegesales@cambridge.org providing details of the course you are teaching.
-
Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. It also includes applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods, and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition.
Read more- A classic originally published in 1986
- A valuable resource for researchers in statistical theory, probability theory, biostatistics, econometrics and computer science
- Contains a solid treatment of Martingale approaches to right-censored data
Customer reviews
Not yet reviewed
Be the first to review
Review was not posted due to profanity
×Product details
- Date Published: September 2009
- format: Paperback
- isbn: 9780898716849
- length: 948 pages
- dimensions: 230 x 150 x 48 mm
- weight: 1.34kg
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Table of Contents
Preface for Classics Edition
Preface
1. Introduction and survey of results
2. Foundations, special spaces and special processes
3. Convergence and distributions of empirical processes
4. Alternatives and processes of residuals
5. Integral test of fit and estimated empirical process
6. Martingale methods
7. Censored data: the product-limit estimator
8. Poisson and exponential representations
9. Some exact distributions
10. Linear and nearly linear bounds on the empirical distribution function Gn
11. Exponential inequalities and ║∙/q║ -metric convergence of Un and Vn
12. The Hungarian constructions of Kn, Un, and Vn
13. Laws of the iterated logarithm associated with Un and Vn
14. Oscillations of the empirical process
15. The uniform empirical difference process Dn≡Un + Vn
16. The normalized uniform empirical process Zn and the normalized uniform quantile process
17. The uniform empirical process indexed by intervals and functions
18. The standardized quantile process Qn
19. L-statistics
20. Rank statistics
21. Spacing
22. Symmetry
23. Further applications
24. Large deviations
25. Independent but not identically distributed random variable
26. Empirical measures and processes for general spaces
Appendix A. Inequalities and miscellaneous
Appendix B. Counting processes Martingales
References
Errata
Author index
Subject index.
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org
Register Sign in» Proceed
You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.
Continue ×Are you sure you want to delete your account?
This cannot be undone.
Thank you for your feedback which will help us improve our service.
If you requested a response, we will make sure to get back to you shortly.
×