Asymptotic Statistics

Asymptotic Statistics

Author: Petr Mandl

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 463

ISBN-13: 3642579841

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In particular up-to-date-information is presented in detection of systematic changes, in series of observation, in robust regression analysis, in numerical empirical processes and in related areas of actuarial sciences.


Equilibrium Theory and Applications

Equilibrium Theory and Applications

Author: William A. Barnett

Publisher: Cambridge University Press

Published: 1991

Total Pages: 504

ISBN-13: 9780521392198

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The Sixth Annual International Symposium in Economic Theory and Econometrics was dedicated to Jacques Drèze on the occasion of his retirement.


Robust Asymptotic Statistics

Robust Asymptotic Statistics

Author: Helmut Rieder

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 409

ISBN-13: 1468406248

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1 To the king, my lord, from your servant Balasi : 2 ... The king should have a look. Maybe the scribe who reads to the king did not understand . . . . shall I personally show, with this tablet that I am sending to the king, my lord, how the omen was written. 3 Really, he who has not followed the text with his finger cannot possibly understand it. This book is about optimally robust functionals and their unbiased esti mators and tests. Functionals extend the parameter of the assumed ideal center model to neighborhoods of this model that contain the actual distri bution. The two principal questions are (F): Which functional to choose? and (P): Which statistical procedure to use for the selected functional? Using a local asymptotic framework, we deal with both problems by linking up nonparametric statistical optimality with infinitesimal robust ness criteria. Thus, seemingly separate developments in robust statistics are presented in a unifying way.


Asymptotic Differential Algebra and Model Theory of Transseries

Asymptotic Differential Algebra and Model Theory of Transseries

Author: Matthias Aschenbrenner

Publisher: Princeton University Press

Published: 2017-06-06

Total Pages: 880

ISBN-13: 1400885418

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Asymptotic differential algebra seeks to understand the solutions of differential equations and their asymptotics from an algebraic point of view. The differential field of transseries plays a central role in the subject. Besides powers of the variable, these series may contain exponential and logarithmic terms. Over the last thirty years, transseries emerged variously as super-exact asymptotic expansions of return maps of analytic vector fields, in connection with Tarski's problem on the field of reals with exponentiation, and in mathematical physics. Their formal nature also makes them suitable for machine computations in computer algebra systems. This self-contained book validates the intuition that the differential field of transseries is a universal domain for asymptotic differential algebra. It does so by establishing in the realm of transseries a complete elimination theory for systems of algebraic differential equations with asymptotic side conditions. Beginning with background chapters on valuations and differential algebra, the book goes on to develop the basic theory of valued differential fields, including a notion of differential-henselianity. Next, H-fields are singled out among ordered valued differential fields to provide an algebraic setting for the common properties of Hardy fields and the differential field of transseries. The study of their extensions culminates in an analogue of the algebraic closure of a field: the Newton-Liouville closure of an H-field. This paves the way to a quantifier elimination with interesting consequences.


Applied Asymptotic Analysis

Applied Asymptotic Analysis

Author: Peter David Miller

Publisher: American Mathematical Soc.

Published: 2006

Total Pages: 488

ISBN-13: 0821840789

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This book is a survey of asymptotic methods set in the current applied research context of wave propagation. It stresses rigorous analysis in addition to formal manipulations. Asymptotic expansions developed in the text are justified rigorously, and students are shown how to obtain solid error estimates for asymptotic formulae. The book relates examples and exercises to subjects of current research interest, such as the problem of locating the zeros of Taylor polynomials of entirenonvanishing functions and the problem of counting integer lattice points in subsets of the plane with various geometrical properties of the boundary. The book is intended for a beginning graduate course on asymptotic analysis in applied mathematics and is aimed at students of pure and appliedmathematics as well as science and engineering. The basic prerequisite is a background in differential equations, linear algebra, advanced calculus, and complex variables at the level of introductory undergraduate courses on these subjects. The book is ideally suited to the needs of a graduate student who, on the one hand, wants to learn basic applied mathematics, and on the other, wants to understand what is needed to make the various arguments rigorous. Down here in the Village, this is knownas the Courant point of view!! --Percy Deift, Courant Institute, New York Peter D. Miller is an associate professor of mathematics at the University of Michigan at Ann Arbor. He earned a Ph.D. in Applied Mathematics from the University of Arizona and has held positions at the Australian NationalUniversity (Canberra) and Monash University (Melbourne). His current research interests lie in singular limits for integrable systems.


Asymptotic Optimal Inference for Non-ergodic Models

Asymptotic Optimal Inference for Non-ergodic Models

Author: I. V. Basawa

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 183

ISBN-13: 1461255058

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This monograph contains a comprehensive account of the recent work of the authors and other workers on large sample optimal inference for non-ergodic models. The non-ergodic family of models can be viewed as an extension of the usual Fisher-Rao model for asymptotics, referred to here as an ergodic family. The main feature of a non-ergodic model is that the sample Fisher information, appropriately normed, converges to a non-degenerate random variable rather than to a constant. Mixture experiments, growth models such as birth processes, branching processes, etc. , and non-stationary diffusion processes are typical examples of non-ergodic models for which the usual asymptotics and the efficiency criteria of the Fisher-Rao-Wald type are not directly applicable. The new model necessitates a thorough review of both technical and qualitative aspects of the asymptotic theory. The general model studied includes both ergodic and non-ergodic families even though we emphasise applications of the latter type. The plan to write the monograph originally evolved through a series of lectures given by the first author in a graduate seminar course at Cornell University during the fall of 1978, and by the second author at the University of Munich during the fall of 1979. Further work during 1979-1981 on the topic has resolved many of the outstanding conceptual and technical difficulties encountered previously. While there are still some gaps remaining, it appears that the mainstream development in the area has now taken a more definite shape.


Lectures on the Asymptotic Theory of Ideals

Lectures on the Asymptotic Theory of Ideals

Author: D. Rees

Publisher: Cambridge University Press

Published: 1988-11-25

Total Pages: 216

ISBN-13: 0521311276

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In this book Professor Rees introduces and proves some of the main results of the asymptotic theory of ideals. The author's aim is to prove his Valuation Theorem, Strong Valuation Theorem, and Degree Formula, and to develop their consequences. The last part of the book is devoted to mixed multiplicities. Here the author develops his theory of general elements of ideals and gives a proof of a generalised degree formula. The reader is assumed to be familiar with basic commutative algebra, as covered in the standard texts, but the presentation is suitable for advanced graduate students. The work is an expansion of lectures given at Nagoya University.


Asymptotic Analysis of Mixed Effects Models

Asymptotic Analysis of Mixed Effects Models

Author: Jiming Jiang

Publisher: CRC Press

Published: 2017-09-19

Total Pages: 252

ISBN-13: 1498700462

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Large sample techniques are fundamental to all fields of statistics. Mixed effects models, including linear mixed models, generalized linear mixed models, non-linear mixed effects models, and non-parametric mixed effects models are complex models, yet, these models are extensively used in practice. This monograph provides a comprehensive account of asymptotic analysis of mixed effects models. The monograph is suitable for researchers and graduate students who wish to learn about asymptotic tools and research problems in mixed effects models. It may also be used as a reference book for a graduate-level course on mixed effects models, or asymptotic analysis.