Springer Series in Statistics

Weak Convergence and Empirical Processes

With Applications to Statistics

Authors: van der vaart, A.W., Wellner, Jon

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eBook 91,62 €
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  • ISBN 978-1-4757-2545-2
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Hardcover 166,39 €
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Softcover 114,39 €
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  • ISBN 978-1-4757-2547-6
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About this book

This book tries to do three things. The first goal is to give an exposition of certain modes of stochastic convergence, in particular convergence in distribution. The classical theory of this subject was developed mostly in the 1950s and is well summarized in Billingsley (1968). During the last 15 years, the need for a more general theory allowing random elements that are not Borel measurable has become well established, particularly in developing the theory of empirical processes. Part 1 of the book, Stochastic Convergence, gives an exposition of such a theory following the ideas of J. Hoffmann-J!1Jrgensen and R. M. Dudley. A second goal is to use the weak convergence theory background devel­ oped in Part 1 to present an account of major components of the modern theory of empirical processes indexed by classes of sets and functions. The weak convergence theory developed in Part 1 is important for this, simply because the empirical processes studied in Part 2, Empirical Processes, are naturally viewed as taking values in nonseparable Banach spaces, even in the most elementary cases, and are typically not Borel measurable. Much of the theory presented in Part 2 has previously been scattered in the journal literature and has, as a result, been accessible only to a relatively small number of specialists. In view of the importance of this theory for statis­ tics, we hope that the presentation given here will make this theory more accessible to statisticians as well as to probabilists interested in statistical applications.

Reviews

"...succeeds and complements Billingsleys classic work and will become the standard source of study and reference for students and researchers...." The Statistician

Buy this book

eBook 91,62 €
price for Spain (gross)
  • ISBN 978-1-4757-2545-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 166,39 €
price for Spain (gross)
  • ISBN 978-0-387-94640-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 114,39 €
price for Spain (gross)
  • ISBN 978-1-4757-2547-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Weak Convergence and Empirical Processes
Book Subtitle
With Applications to Statistics
Authors
Series Title
Springer Series in Statistics
Copyright
1996
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4757-2545-2
DOI
10.1007/978-1-4757-2545-2
Hardcover ISBN
978-0-387-94640-5
Softcover ISBN
978-1-4757-2547-6
Series ISSN
0172-7397
Edition Number
1
Number of Pages
XVI, 510
Topics