Asymptotic Methods in Probability and Statistics With Applications
, by Balakrishnan, N.; Ibragimov, I. A.; Nevzorov, Valery B.- ISBN: 9780817642143 | 0817642145
- Cover: Hardcover
- Copyright: 7/1/2001
This book presents thirty-eight extensive and carefully edited chapters written by prominent researchers, providing an up-to-date survey of new asymptotic methods in science, engineering, and technology. The chapters contain broad coverage of recent developments and innovative techniques in a wide range of theoretical and numerical issues in the field of asymptotic methods in probability and mathematical statistics.The book is organized into ten thematic parts: probability distributions; characterizations of distributions; probabilities and measures in high-dimensional structures; weak and strong limit theorems; large deviation probabilities; empirical processes; order statistics and records; estimation of parameters and hypotheses testing; random walks; and applications to finance. Written in an accessible style, this book conveys a clear and practical perspective of asymptotic methods.Features and topics:* Recent developments in asymptotic methods* Parametric and nonparametric inference* Distribution theory* Stochastic processes* Order statistics* Record values and characterizationsAsymptotic Methods in Probability and Statistics with Applications is an essential resource for researchers, practitioners, and professionals involved in theoretical and applied probability and/or in theoretical and applied statistics. Various chapters of the volume will also appeal to industrial statisticians and financial economists.