1.

Record Nr.

UNINA9910559398903321

Autore

Jiang Jiming

Titolo

Large Sample Techniques for Statistics / / by Jiming Jiang

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022

ISBN

9783030916954

9783030916947

Edizione

[2nd ed. 2022.]

Descrizione fisica

1 online resource (689 pages)

Collana

Springer Texts in Statistics, , 2197-4136

Disciplina

519.52

519.2

Soggetti

Probabilities

Statistics

Probability Theory

Statistical Theory and Methods

Mostreig (Estadística)

Llibres electrònics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Chapter 1. The -δ Arguments -- Chapter 2. Modes of Convergence -- Chapter 3. Big O, Small o, and the Unspecified c -- Chapter 4. Asymptotic Expansions -- Chapter 5. Inequalities -- Chapter 6. Sums of Independent Random Variables -- Chapter 7. Empirical Processes -- Chapter 8. Martingales -- Chapter 9. Time and Spatial Series -- Chapter 10. Stochastic Processes -- Chapter 11. Nonparametric Statistics -- Chapter 12. Mixed Effects Models -- Chapter 13. Small-Area Estimation -- Chapter 14. Jackknife and Bootstrap -- Chapter 15. Markov-Chain Monte Carlo -- Chapter 16. Random Matrix Theory.

Sommario/riassunto

This book offers a comprehensive guide to large sample techniques in statistics. With a focus on developing analytical skills and understanding motivation, Large Sample Techniques for Statistics begins with fundamental techniques, and connects theory and applications in engaging ways. The first five chapters review some of the basic techniques, such as the fundamental epsilon-delta arguments, Taylor expansion, different types of convergence, and



inequalities. The next five chapters discuss limit theorems in specific situations of observational data. Each of the first ten chapters contains at least one section of case study. The last six chapters are devoted to special areas of applications. This new edition introduces a final chapter dedicated to random matrix theory, as well as expanded treatment of inequalities and mixed effects models. The book's case studies and applications-oriented chapters demonstrate how to usemethods developed from large sample theory in real world situations. The book is supplemented by a large number of exercises, giving readers opportunity to practice what they have learned. Appendices provide context for matrix algebra and mathematical statistics. The Second Edition seeks to address new challenges in data science. This text is intended for a wide audience, ranging from senior undergraduate students to researchers with doctorates. A first course in mathematical statistics and a course in calculus are prerequisites.