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Approximate distributions of order statistics :with applications to nonparametric statistics

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Synopses & Reviews

Publisher Comments:

This book is designed as a unified and mathematically rigorous treatment of some recent developments of the asymptotic distribution theory of order statistics (including the extreme order statistics) which are relevant for statistical theory and its applications. Particular emphasis is placed on results concerning the accuracy of limit theorems, on higher order approximations and other approximations in quite a general sense. Contrary to the classical limit theorems, that primarily concern the weak convergence of distribution functions, our main results will be formulated in terms of the variational and the Hellinger distance. These results will form the proper springboard for the investigation of parametric approximations of nonparametric models of joint distributions of order statistics. The approximating models include normal as well as extreme value models. Several applications will show the usefulness of this approach. This book is intended for students and research workers in probability and statistics, and practitioners involved in applications of mathematical results conderning order statistics and extremes. The knowledge of calculus and topics that are taught in introductory probability and statistic courses are necessary for the understanding of this book.

Book News Annotation:

Designed as a unified and mathematically rigorous treatment of some recent developments of the asymptotic distribution theory of order statistics (including the extreme order statistics) that are relevant to theory and application. Emphasis is placed on results concerning the accuracy of limit theorems, on higher order approximation, and other approximations in a general sense.
Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN:
9780387968513
Author:
Reiss, R. -d
Publisher:
Springer
Author:
Reiss, R. -D
Location:
New York :
Subject:
Nonparametric statistics
Subject:
Order statistics
Subject:
Asymptotic distribution
Subject:
Mathematics | Probability and Statistics
Edition Description:
Bibliography: p. 331-344.
Series:
Springer series in statistics ;
Series Volume:
44
Publication Date:
19890331
Binding:
HARDCOVER
Language:
English
Illustrations:
Yes
Pages:
xii, 355 p.

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Related Subjects

Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Approximate distributions of order statistics :with applications to nonparametric statistics New Hardcover
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Product details xii, 355 p. pages Springer-Verlag,c1989. - English 9780387968513 Reviews:
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