Mathematical Statistics and Limit Theorems
Springer International Publishing (Verlag)
978-3-319-35394-4 (ISBN)
This Festschrift in honour of Paul Deheuvels' 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field.
Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.
István Berkes and Robert Tichy: Lacunary Series and Stable Distributions.- Gérard Biau and David M. Mason: High-Dimensional p-Norms.- Denis Bosq: Estimating and Detecting Jumps - Applications to D[0,1]-valued Linear Processes.- Maëva Biret, Michel Broniatowski and Zansheng Cao: A Sharp Abelian Theorem for the Laplace Transform.- Endre Csáki and Miklós Csörgö: On Bahadur-Kiefer Type Processes for Sums and Renewals in Dependent Cases.- El hadji Deme, Stéphane Girard, and Armelle Guillou: Reduced-bias Estimator of the Conditional Tail Expectation of Heavy-tailed Distributions.- Erich Haeusler and Stefan Horni: On Sequential Empirical Distribution Functions for Random Variables with Mean Zero.- Marc Hallin, Ramon van den Akker, and Bas J.M. Werker: On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result.- Michel Harel, Jean-François Lenain and Joseph Ngatchou-Wandji: Asymptotic Normality of Binned Kernel Density Estimators for Non-Stationary Dependent Random Variables.- Enkelejd Hashorva, Mikhail Lifshits, Oleg Seleznjev: Approximation of a Random Process with Variable Smoothness.- Gennady Martynov: A Cramér-von Mises Test for Gaussian Processes.- Ya. Yu. Nikitin and M. Ahsanullah: New U-empirical Tests of Symmetry Based on Extremal Order Statistics, and Their Efficiencies.- Davy Paindaveine and Thomas Verdebout: Optimal Rank-Based Tests for the Location Parameter of a Rotationally Symmetric Distribution on the Hypersphere.- Dominic Lauterbach and Dietmar Pfeifer: Some Extensions of Singular Mixture Copulas.- Adrian E. Raftery: Paul Deheuvels - Mentor, Advocate for Statistics, and Applied Statistician.- Paul Doukhan, Oleg I. Klesov, and Josef G. Steinebach: Strong Laws of Large Numbers in an F -scheme.- Ju-Yi Yen and Marc Yor: On Two Results of P. Deheuvels.- Ju-YiYen and Marc Yor: Some Topics in Probability Theory.
Erscheinungsdatum | 13.10.2016 |
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Zusatzinfo | X, 326 p. 12 illus. |
Verlagsort | Cham |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Schlagworte | Abelian Theorem • Bahadur-Kiefer Processes • Cramer-von Mises test • Economics, Finance, Business and Management • High-dimensional Data Processing • Kernel Density • Large Numbers • limit theorems • Log-Likelihoods • Martingale Laws • Mathematical and statistical software • mathematics and statistics • Mean Zero • probability and statistics • Probability Theory • Probability theory and stochastic processes • Random jumps • Reduced-Bias Estimator • Singular Mixture Copulas • Smoothness Index • Statistical Theory and Methods • Statistics and Computing/Statistics Programs • Statistics for Business/Economics/Mathematical Fin • stochastics |
ISBN-10 | 3-319-35394-2 / 3319353942 |
ISBN-13 | 978-3-319-35394-4 / 9783319353944 |
Zustand | Neuware |
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