Название: Empirical Processes with Applications to Statistics
Автор: Galen R. Shorack; Jon A. Wellner
Издательство: Society for Industrial and Applied Mathematics (SIAM)
Год: 2009
Формат: pdf
Страниц: 1000
Для сайта: litmy.ru
Размер: 12,13 МБ
Язык: english

Here is the first book to summarize a broad cross-section of the large volume of literature available on one-dimensional empirical processes. Presents a thorough treatment of the theory of empirical processes, with emphasis on real random variable processes as well as a wide-ranging selection of applications in statistics. Featuring many tables and illustrations accompanying the proofs of major results, coverage includes foundations--special spaces and special processes, convergence and distribution of empirical processes, alternatives and processes of residuals, integral tests of fit and estimated empirical processes, and martingale methods.