Asymptotic Theory in Probability and Statistics with Applications
Publisher: International Press of Boston, Incorporated
Published: 2008
Place of publication: New York, USA
Language: eng
Format: Hardcover
Number of pages: 542
ISBN-13: 9781571461698
Table of contents: title: • Part I: Limit Theorems; title: - Self-normalized Limit Theorems in Probability and Statistics; title: - Asymptotic Analysis of Random Partitions; title: - Limit Theorems on Adaptive Designs in Clinical Trials; title: - Functional Limit Theorems for Gaussian Processes; title: - Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields; title: - Large Deviations for Two-Parameter Gaussian Processes Related to Change-Point Analysis; title: - Intersection Local Times: Large Deviations and Laws of the Iterated Logarithm; title: - Limit Theorems for U-Statistics; title: • Part II: Statistics and Applications; title: - On the Inverse Problem for the t-Statistic; title: - Statistical Analysis for Rounded Data; title: - Piecewise Regression Models: Estimation Theory and Applications; title: - Estimation in Partially Linear Models With Missing Data: A Review; title: - Asymptotic Methods in Nonlinear Time Series Models; title: - Nonparametric Classification and Probabilistic Classifier with Environmental and Remote Sensing Applications; title: - Mixed Linear Model Approaches for Complex Trait Analysis; title: • Part III: Mathematical Finance and Insurance; title: - Inference and Computation for Stochastic Volatility Models Related to Option Pricing; title: - A Selective Overview of Applications of Choquet Integrals; title: - Some Recent Developments in Actuarial Science; title: - Index