Robust Asymptotic Statistics / by Helmut Rieder
(Springer Series in Statistics)
| データ種別 | 電子ブック |
|---|---|
| 出版者 | New York, NY : Springer US |
| 出版年 | 1994 |
| 本文言語 | 英語 |
| 大きさ | XXII, 390 p : online resource |
書誌詳細を非表示
| 内容注記 | 1: Von Mises Functionals 1.1 General Remarks 1.2 Regular Differentiations 1.3 The Delta Method 1.4 M Estimates 1.5 Quantiles 1.6 L Estimates 2: Log Likelihoods 2.1 General Remarks 2.2 Contiguity and Asymptotic Normality 2.3 Differentiable Families 2.4 Linear Regression 3: Asymptotic Statistics 3.1 General Remarks 3.2 Convolution Representation 3.3 Minimax Estimation 3.4 Testing 4: Nonparametric Statistics 4.1 Introduction 4.2 The Nonparametric Setup 4.3 Statistics of Functionals 4.4 Restricted Tangent Space 5: Optimal Influence Curves 5.1 Introduction 5.2 Minimax Risk 5.3 Oscillation 5.4 Robust Asymptotic Tests 5.5 Minimax Risk and Oscillation 6: Stable Constructions 6.1 The Construction Problem 6.2 M Equations 6.3 Minimum Distance 6.4 One-Steps 7: Robust Regression 7.1 The Ideal Model 7.2 Regression Neighborhoods 7.3 Conditional Bias 7.4 Optimal Influence Curves 7.5 Least Favorable Contamination Curves 7.6 Equivariance Under Basis Change Appendix A: Weak Convergence of Measures A.1 Basic Notions A.2 Convergence of Integrals A.3 Smooth Empirical Process A.4 Square Integrable Empirical Process Appendix B: Some Functional Analysis B.1 A Few Facts B.2 Lagrange Multipliers B.2.1 Neyman—Pearson Lemma Appendix C: Complements C.1 Parametric Finite-Sample Results C.2 Some Technical Results C.2.1 Calculus C.2.2 Topology C.2.3 Matrices |
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| 一般注記 | To follow |
| 著者標目 | *Rieder, Helmut author SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Probabilities FREE:Mathematics FREE:Probability Theory and Stochastic Processes |
| 分 類 | DC23:519.2 |
| 巻冊次 | ISBN:9781468406245 
|
| ISBN | 9781468406245 |
| URL | http://dx.doi.org/10.1007/978-1-4684-0624-5 |
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