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Dependence in Probability and Statistics (Paperback, Edition.)
Loot Price: R1,613
Discovery Miles 16 130
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Dependence in Probability and Statistics (Paperback, Edition.)
Series: Lecture Notes in Statistics, 200
Expected to ship within 10 - 15 working days
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This volume contains several contributions on the general theme of
dependence for several classes of stochastic processes, andits
implicationson asymptoticproperties of various statistics and on
statistical inference issues in statistics and econometrics. The
chapter by Berkes, Horvath and Schauer is a survey on their recent
results on bootstrap and permutation statistics when the
negligibility condition of classical central limit theory is not
satis ed. These results are of interest for describing the
asymptotic properties of bootstrap and permutation statistics in
case of in nite va- ances, and for applications to statistical
inference, e.g., the change-point problem. The paper by Stoev
reviews some recent results by the author on ergodicity of
max-stable processes. Max-stable processes play a central role in
the modeling of extreme value phenomena and appear as limits of
component-wise maxima. At the presenttime,
arathercompleteandinterestingpictureofthedependencestructureof
max-stable processes has emerged, involvingspectral functions,
extremalstochastic integrals, mixed moving maxima, and other
analytic and probabilistic tools. For statistical applications, the
problem of ergodicity or non-ergodicity is of primary importance.
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