Asymptotic Methods in Probability and Statistics with Applications

by Nagraj Balakrishnan (Editor), I a V B Ibragimov (Editor), V.B. Nevzorov (Editor)

This book presents thirty-eight extensive and carefully edited chapters written by prominent researchers, providing an up-to-date survey of new asymptotic methods in science, engineering, and technology. The chapters contain broad coverage of recent developments and innovative techniques in a wide range of theoretical and numerical issues in the field of asymptotic methods in probability and mathematical statistics.

The book is organized into ten thematic parts: probability distributions; characterizations of distributions; probabilities and measures in high-dimensional structures; weak and strong limit theorems; large deviation probabilities; empirical processes; order statistics and records; estimation of parameters and hypotheses testing; random walks; and applications to finance. Written in an accessible style, this book conveys a clear and practical perspective of asymptotic methods.

Features and topics:

* Recent developments in asymptotic methods

* Parametric and nonparametric inference

* Distribution theory

* Stochastic processes

* Order statistics

* Record values and characterizations

Asymptotic Methods in Probability and Statistics with Applications is an essential resource for researchers, practitioners, and professionals involved in theoretical and applied probability and/or in theoretical and applied statistics. Various chapters of the volume will also appeal to industrial statisticians and financial economists.

576 pages, Paperback

First published June 21, 2001