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Asymptotische Stochastik: Eine Einführung Mit Blick Auf Die Statistik
Paperback
ISBN13: 9783662684450
Publisher: Springer Spektrum
Published: May 3 2024
Pages: 443
Weight: 1.62
Height: 0.94 Width: 6.69 Depth: 9.61
Language: German
Neben eher grundständigen Themen wie der Momentenmethode zum Nachweis von Verteilungskonvergenz oder dem multivariaten zentralen Grenzwertsatz und der Delta-Methode werden unter anderem Grenzwertsätze für U-Statistiken und der Satz von Donsker sowie die Brown'sche Brücke mit Anwendungen auf die Statistik behandelt. Das Buch schlie t mit einem zentralen Grenzwertsatz für hilbertraumwertige Zufallselemente mit Anwendungen auf gewichtete L -Statistiken.
Ein besonderes Merkmal des Buches sind mehr als 130 Selbstfragen, die am Ende des jeweiligen Kapitels beantwortet werden, sowie mehr als 180 Übungsaufgaben mit Lösungen. Hierdurch eignet sich dieses Werk sehr gut zum Selbststudium.
Die 2. Auflage ist vollständig durchgesehen und thematisch unter anderem um die starke Konsistenz der Maximum-Likelihood-Schätzung sowie zentrale Grenzwertsätze für Dreiecksschemata von Zufallsvektoren und hilbertraumwertigen Zufallsvariablen erweitert. Hinzugekommen sind auch weitere Beispiele sowie 11 neue Aufgaben mit Lösungen.
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