Authors:
- Introduces a broad class of statistical estimators that are minimizers of convex functions
- Covers the three important topics in statistics: U-statistics, Mm-estimates and resampling
- Provides an elementary introduction to resampling in the context of these estimators
- Presents a quick and short introduction to the statistical software R
Part of the book series: Texts and Readings in Mathematics (TRIM)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (5 chapters)
-
Front Matter
-
Back Matter
About this book
This is an introductory text on a broad class of statistical estimators that are minimizers of convex functions. It covers the basics of U-statistics and Mm-estimators and develops their asymptotic properties. It also provides an elementary introduction to resampling, particularly in the context of these estimators. The last chapter is on practical implementation of the methods presented in other chapters, using the free software R.
Reviews
Authors and Affiliations
-
Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata, India
Arup Bose
-
School of Statistics, University of Minnesota, Minneapolis, USA
Snigdhansu Chatterjee
About the authors
Arup Bose is Professor at the Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata, India. He is a Fellow of the Institute of Mathematical Statistics and of all the three national science academies of India. He has significant research contributions in the areas of statistics, probability, economics and econometrics. He is a recipient of the Shanti Swarup Bhatnagar Prize and the C R Rao National Award in Statistics. His current research interests are in large dimensional random matrices, free probability, high dimensional data, and resampling. He has authored three books: Patterned Random Matrices, Large Covariance Autocovariance Matrices (with Monika Bhattacharjee) and (with Koushik Saha), published by Chapman & Hall.
Snigdhansu Chatterjee is Professor at the School of Statistics, University of Minnesota, USA. He is also the Director of the Institute for Research in Statistics and its Applications. His research interests are in resampling methods, high-dimensional and big data statistical methods, small area methods, and application of statistics in climate science, neuroscience and social sciences. He has written over 45 research articles.
Bibliographic Information
Book Title: U-Statistics, Mm-Estimators and Resampling
Authors: Arup Bose, Snigdhansu Chatterjee
Series Title: Texts and Readings in Mathematics
DOI: https://doi.org/10.1007/978-981-13-2248-8
Publisher: Springer Singapore
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Singapore Pte Ltd. 2018 and Hindustan Book Agency 2018
Hardcover ISBN: 978-981-13-2247-1Published: 11 September 2018
Softcover ISBN: 978-981-13-4756-6Published: 01 February 2019
eBook ISBN: 978-981-13-2248-8Published: 28 August 2018
Series ISSN: 2366-8717
Series E-ISSN: 2366-8725
Edition Number: 1
Number of Pages: XV, 174
Topics: Statistical Theory and Methods, Statistics and Computing/Statistics Programs