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von Mises Calculus For Statistical Functionals / by L. T. Fernholz
(Lecture Notes in Statistics. ISSN:21977186 ; 19)
Edition | 1st ed. 1983. |
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Publisher | (New York, NY : Springer New York : Imprint: Springer) |
Year | 1983 |
Size | 124 p : online resource |
Authors | *Fernholz, L. T author SpringerLink (Online service) |
Subjects | LCSH:Probabilities LCSH:Mathematics FREE:Probability Theory FREE:Applications of Mathematics |
Notes | I. Introduction -- II. Von Mises’ Method -- 2.1 Statistical functionals -- 2.2 Von Mises expansions -- 2.3 Frééchet derivatives -- III. Hadamard Differentiation -- 3.1 Definitions of differentiability -- 3.2 An implicit function theorem -- IV. Some Probability Theory on C[0,1] and D[0,1] -- 4.1 The spaces C[0,1] and D[0,1] -- 4.2 Probability theory on C[0,1] -- 4.3 Probability theory on D[0,1] -- 4.4 Asymptotic Normality -- V. M-, L-, and R-Estimators -- 5.1 M-estimators -- 5.2 L-estimators -- 5.3 R-estimators -- 5.4 Modifications of elements of D[0,1] -- VI. Calculus on Function Spaces -- 6.1 Differentiability theorems -- 6.2 An implicit function theorem for statistical functionals -- VII. Applications -- 7.1 M-estimators -- 7.2 L-estimators -- 7.3 R-estimators -- 7.4 Functionals on C[0,1]: sample quantiles -- 7.5 Truncated d.f.’s and modified estimators -- VIII. Asymptotic Efficiency -- 8.1 Asymptotic efficiency and Hadamard differentiability -- 8.2 Asymptotically efficient estimators of location -- References -- List of symbols HTTP:URL=https://doi.org/10.1007/978-1-4612-5604-5 |
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E-Book | Location | Media type | Volume | Call No. | Status | Reserve | Comments | ISBN | Printed | Restriction | Designated Book | Barcode No. |
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E-Book | オンライン | 電子ブック |
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Springer eBooks | 9781461256045 |
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電子リソース |
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EB00208722 |
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Material Type | E-Book |
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Classification | LCC:QA273.A1-274.9 DC23:519.2 |
ID | 4000105877 |
ISBN | 9781461256045 |
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