Description: Weak Convergence and Empirical Processes by Aad van der Vaart, Jon A. Wellner A second goal is to use the weak convergence theory background devel oped in Part 1 to present an account of major components of the modern theory of empirical processes indexed by classes of sets and functions. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description This book tries to do three things. The first goal is to give an exposition of certain modes of stochastic convergence, in particular convergence in distribution. The classical theory of this subject was developed mostly in the 1950s and is well summarized in Billingsley (1968). During the last 15 years, the need for a more general theory allowing random elements that are not Borel measurable has become well established, particularly in developing the theory of empirical processes. Part 1 of the book, Stochastic Convergence, gives an exposition of such a theory following the ideas of J. Hoffmann-J!1Jrgensen and R. M. Dudley. A second goal is to use the weak convergence theory background devel oped in Part 1 to present an account of major components of the modern theory of empirical processes indexed by classes of sets and functions. The weak convergence theory developed in Part 1 is important for this, simply because the empirical processes studied in Part 2, Empirical Processes, arenaturally viewed as taking values in nonseparable Banach spaces, even in the most elementary cases, and are typically not Borel measurable. Much of the theory presented in Part 2 has previously been scattered in the journal literature and has, as a result, been accessible only to a relatively small number of specialists. In view of the importance of this theory for statis tics, we hope that the presentation given here will make this theory more accessible to statisticians as well as to probabilists interested in statistical applications. Table of Contents 1.1. Introduction.- 1.2. Outer Integrals and Measurable Majorants.- 1.3. Weak Convergence.- 1.4. Product Spaces.- 1.5. Spaces of Bounded Functions.- 1.6. Spaces of Locally Bounded Functions.- 1.7. The Ball Sigma-Field and Measurability of Suprema.- 1.8. Hilbert Spaces.- 1.9. Convergence: Almost Surely and in Probability.- 1.10. Convergence: Weak, Almost Uniform, and in Probability.- 1.11. Refinements.- 1.12. Uniformity and Metrization.- 2.1. Introduction.- 2.2. Maximal Inequalities and Covering Numbers.- 2.3. Symmetrization and Measurability.- 2.4. Glivenko-Cantelli Theorems.- 2.5. Donsker Theorems.- 2.6. Uniform Entropy Numbers.- 2.7. Bracketing Numbers.- 2.8. Uniformity in the Underlying Distribution.- 2.9. Multiplier Central Limit Theorems.- 2.10. Permanence of the Donsker Property.- 2.11. The Central Limit Theorem for Processes.- 2.12. Partial-Sum Processes.- 2.13. Other Donsker Classes.- 2.14. Tail Bounds.- 3.1. Introduction.- 3.2. M-Estimators.- 3.3. Z-Estimators.- 3.4. Rates ofConvergence.- 3.5. Random Sample Size, Poissonization and Kac Processes.- 3.6. The Bootstrap.- 3.7. The Two-Sample Problem.- 3.8. Independence Empirical Processes.- 3.9. The Delta-Method.- 3.10. Contiguity.- 3.11. Convolution and Minimax Theorems.- A. Appendix.- A.1. Inequalities.- A.2. Gaussian Processes.- A.2.1. Inequalities and Gaussian Comparison.- A.2.2. Exponential Bounds.- A.2.3. Majorizing Measures.- A.2.4. Further Results.- A.3. Rademacher Processes.- A.4. Isoperimetric Inequalities for Product Measures.- A.5. Some Limit Theorems.- A.6. More Inequalities.- A.6.1. Binomial Random Variables.- A.6.2. Multinomial Random Vectors.- A.6.3. Rademacher Sums.- Notes.- References.- Author Index.- List of Symbols. Review "...succeeds and complements Billingsleys classic work and will become the standard source of study and reference for students and researchers...." The Statistician Promotional Springer Book Archives Long Description This book tries to do three things. The first goal is to give an exposition of certain modes of stochastic convergence, in particular convergence in distribution. The classical theory of this subject was developed mostly in the 1950s and is well summarized in Billingsley (1968). During the last 15 years, the need for a more general theory allowing random elements that are not Borel measurable has become well established, particularly in developing the theory of empirical processes. Part 1 of the book, Stochastic Convergence, gives an exposition of such a theory following the ideas of J. Hoffmann-J!1Jrgensen and R. M. Dudley. A second goal is to use the weak convergence theory background devel Review Quote "...succeeds and complements Billingsleys classic work and will become the standard source of study and reference for students and researchers...." The Statistician Details ISBN1475725477 Author Jon A. Wellner Language English Edition 00001st Subtitle With Applications to Statistics ISBN-10 1475725477 ISBN-13 9781475725476 Short Title WEAK CONVERGENCE & EMPIRICAL P Media Book Series Springer Series in Statistics DEWEY 519.2 Year 2012 Publication Date 2012-12-24 Imprint Springer-Verlag New York Inc. Place of Publication New York, NY Country of Publication United States UK Release Date 2012-12-24 AU Release Date 2012-12-24 NZ Release Date 2012-12-24 US Release Date 2012-12-24 Pages 510 Publisher Springer-Verlag New York Inc. Edition Description Softcover reprint of the original 1st ed. 1996 Format Paperback Alternative 9780387946405 Illustrations XVI, 510 p. Audience Professional & Vocational Replaced by 9783031290381 We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96402378;
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ISBN-13: 9781475725476
Book Title: Weak Convergence and Empirical Processes
Number of Pages: 510 Pages
Language: English
Publication Name: Weak Convergence and Empirical Processes: with Applications to Statistics
Publisher: Springer-Verlag New York Inc.
Publication Year: 2012
Subject: Mathematics
Item Height: 235 mm
Item Weight: 801 g
Type: Textbook
Author: Aad Van Der Vaart, Jon A. Wellner
Item Width: 155 mm
Format: Paperback
