A01=A J Lee
A01=Lee
advanced probability
AiG
asymptotic analysis in statistics
Asymptotic Distribution
Asymptotic Normality
Author_A J Lee
Author_Lee
Berry Esseen Theorem
Bootstrap Estimate
Category=PBT
Central Limit Theorem
Conditional Expectations
Connected Components
Continuous Sample Paths
De Wet
Distribution Function
empirical process theory
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
estimator consistency
Hodges Lehmann Estimator
Independent Standard Normal Random Variables
Invariance Principles
Jackknife Estimate
JO JO
Kendall's Tau
mathematical statistics
Minimum Variance Designs
nonparametric methods
Random Function
Random Variables
statistical inference
Strong Invariance Principles
Symmetric Statistics
Van Zwet
Weak Invariance Principle
Wiener Integral
Product details
- ISBN 9780824782535
- Weight: 660g
- Dimensions: 152 x 229mm
- Publication Date: 12 Jun 1990
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
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In 1946 Paul Halmos studied unbiased estimators of minimum variance, and planted the seed from which the subject matter of the present monograph sprang. The author has undertaken to provide experts and advanced students with a review of the present status of the evolved theory of U-statistics, and
Lee
