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Limits of Statistical Experiments (Hardcover) (A. W. Van Der Vaart)
About this item
This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a text for a graduate or Master's level statistics course, this book will also give researchers in statistics, probability, and their applications an overview of the latest research in asymptotic statistics.
Series Title: Cambridge Series in Statistical & Probabilistic Mathematics No. 3
Publisher: Cambridge Univ Pr
Author: A. W. Van Der Vaart
Street Date: October 31, 2018
Item Number (DPCI): 248-46-2737
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