JSS Research Series in Statistics

Non-Asymptotic Analysis of Approximations for Multivariate Statistics

Authors: Fujikoshi, Yasunori, Ulyanov V., Vladimir

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  • Is the first book on non-asymptotic approximations and computable error bounds in multivariate analysis
  • Focuses on the errors in high-dimensional approximations as well as large sample approximations for classical and modern multivariate statistics
  • Suggests a general approach for construction of non-asymptotic bounds, illustrated by typical examples
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eBook 42,79 €
price for Spain (gross)
  • ISBN 978-981-13-2616-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • Immediate eBook download after purchase and usable on all devices
  • Bulk discounts available
Softcover 51,99 €
price for Spain (gross)
About this book

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.

 

About the authors

Fujikoshi, Yasunori, Hiroshima University, Higashi-Hiroshima, Japan
Ulyanov, Vladimir V., Moscow State University and HSE University, Moscow, Russia

Table of contents (11 chapters)

Table of contents (11 chapters)

Buy this book

eBook 42,79 €
price for Spain (gross)
  • ISBN 978-981-13-2616-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • Immediate eBook download after purchase and usable on all devices
  • Bulk discounts available
Softcover 51,99 €
price for Spain (gross)
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Bibliographic Information

Bibliographic Information
Book Title
Non-Asymptotic Analysis of Approximations for Multivariate Statistics
Authors
Series Title
JSS Research Series in Statistics
Copyright
2020
Publisher
Springer Singapore
Copyright Holder
The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
eBook ISBN
978-981-13-2616-5
DOI
10.1007/978-981-13-2616-5
Softcover ISBN
978-981-13-2615-8
Series ISSN
2364-0057
Edition Number
1
Number of Pages
IX, 130
Number of Illustrations
16 b/w illustrations
Topics