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Non-Asymptotic Analysis of Approximations for Multivariate Statistics / by Yasunori Fujikoshi, Vladimir V. Ulyanov
(JSS Research Series in Statistics. ISSN:23640065)
版 | 1st ed. 2020. |
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出版者 | (Singapore : Springer Nature Singapore : Imprint: Springer) |
出版年 | 2020 |
大きさ | IX, 130 p. 16 illus : online resource |
著者標目 | *Fujikoshi, Yasunori author Ulyanov, Vladimir V author SpringerLink (Online service) |
件 名 | LCSH:Statistics LCSH:Mathematical statistics—Data processing FREE:Statistical Theory and Methods FREE:Statistics and Computing FREE:Applied Statistics |
一般注記 | 1. Introduction -- 2. Correlation Coefficient -- 3. MANOVA Test Statistics -- 4. Linear and Quadratic Discriminant Functions -- 5. Bootstrap Confidence Sets -- 6. Gaussian Comparison -- 7. Cornish-Fisher Expansions -- 8 Approximations for Statistics Based on Random Sample Sizes -- 9. Power-divergence Statistics -- 10.General Approach to Construct Non-asymptotic Bounds -- 11 - Other Topics -- Index This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish–Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics. HTTP:URL=https://doi.org/10.1007/978-981-13-2616-5 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9789811326165 |
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電子リソース |
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EB00196990 |
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