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Weak convergence and empirical processeswith applications to statistics /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Weak convergence and empirical processesby A. W. van der Vaart, Jon A. Wellner.
其他題名:	with applications to statistics /
作者:	Vaart, A. W. van der.
其他作者:	Wellner, Jon A.
出版者:	Cham :Springer International Publishing :2023.
面頁冊數:	xvii, 679 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Stochastic processes.
電子資源:	https://doi.org/10.1007/978-3-031-29040-4
ISBN:	9783031290404$q(electronic bk.)

Weak convergence and empirical processeswith applications to statistics /
Vaart, A. W. van der.

Weak convergence and empirical processeswith applications to statistics /[electronic resource] :by A. W. van der Vaart, Jon A. Wellner. - Second edition. - Cham :Springer International Publishing :2023. - xvii, 679 p. :ill., digital ;24 cm. - Springer series in statistics,2197-568X. - Springer series in statistics..

Preface -- Reading Guide -- Part I: Stochastic Convergence -- Part 2: Empirical Processes -- Part 3: Statistical Applications -- Appendix -- References -- Author Index -- Subject Index -- List of Symbols.

This book provides an account of weak convergence theory, empirical processes, and their application to a wide variety of problems in statistics. The first part of the book presents a thorough treatment of stochastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of applications in statistics including rates of convergence of estimators; limit theorems for M- and Z-estimators; the bootstrap; the functional delta-method and semiparametric estimation. Most of the chapters conclude with "problems and complements." Some of these are exercises to help the reader's understanding of the material, whereas others are intended to supplement the text. This second edition includes many of the new developments in the field since publication of the first edition in 1996: Glivenko-Cantelli preservation theorems; new bounds on expectations of suprema of empirical processes; new bounds on covering numbers for various function classes; generic chaining; definitive versions of concentration bounds; and new applications in statistics including penalized M-estimation, the lasso, classification, and support vector machines. The approximately 200 additional pages also round out classical subjects, including chapters on weak convergence in Skorokhod space, on stable convergence, and on processes based on pseudo-observations.

ISBN: 9783031290404$q(electronic bk.)

Standard No.: 10.1007/978-3-031-29040-4doiSubjects--Topical Terms:

181874
Stochastic processes.

LC Class. No.: QA274

Dewey Class. No.: 519.2

Weak convergence and empirical processeswith applications to statistics /
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