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Název:		Approximation theorems of mathematical statistics
Autor:		Robert J. Serfling
Rok vydání:		2001
Identifikátory:		9780471219279

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Anotace:	Approximation Theorems of Mathematical Statistics <P>This convenient paperback edition makes a seminal text in statistics accessible to a new generation of students and practitioners. Approximation Theorems of Mathematical Statistics covers a broad range of limit theorems useful in mathematical statistics, along with methods of proof and techniques of application. The manipulation of "probability" theorems to obtain "statistical" theorems is emphasized. Besides a knowledge of these basic statistical theorems, this lucid introduction to the subject imparts an appreciation of the instrumental role of probability theory. <P>The book makes accessible to students and practicing professionals in statistics, general mathematics, operations research, and engineering the essentials of: <UL> <LI>The tools and foundations that are basic to asymptotic theory in statistics</LI> <LI>The asymptotics of statistics computed from a sample, including transformations of vectors of more basic statistics, with emphasis on asymptotic distribution theory and strong convergence</LI> <LI>Important special classes of statistics, such as maximum likelihood estimates and other asymptotic efficient procedures; W. Hoeffding’s U-statistics and R. von Mises’s "differentiable statistical functions"</LI> <LI>Statistics obtained as solutions of equations ("M-estimates"), linear functions of order statistics ("L-statistics"), and rank statistics ("R-statistics")</LI> <LI>Use of influence curves</LI> <LI>Approaches toward asymptotic relative efficiency of statistical test procedures</LI></UL>
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