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Asymptotic Statistics A. W. van der Vaart
Publisher: Cambridge University Press

Wolfowitz's research contains many asymptotic results. A more advanced monograph is "Weak Convergence and Empirical Processes" by Wellner and van der Vaart. Prior research has shown that the G statistic is asymptotically normal under weak regularity conditions. MR 2220042 (2006m:47057), http://dx.doi.org/10.1016/j.jat.2005.09.006; 34. It covers classical likelihood, Bayesian, and permutation inference; an introduction to basic asymptotic distribution theory; and modern topics like M-estimation, the jackknife, and the bootstrap. Shcherbina, Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles, J. The one reference I'd recommend is A.W.van der Vaart "Asymptotic Statistics", ch. Getis and Ord's G and Moran's I statistics, as well as their local versions Gi and Ii, have been widely used in spatial data analysis. Van der Vaart English | ISBN: 0521784506 | edition 2000 | PDF | 462 pages | 14 mb Here is a pr. Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics) by A. Thus, our finding provides a hypothesis that the asymptotic appearance of these two special distributions may be explained by a link with the asymptotic limit distributions involving extreme values. Ahmed's area of expertise includes statistical inference, multivariate analysis and asymptotic theory. MR 2798785 (2012b:60019), http://dx.doi.org/10.1070/SM2011v202n02ABEH004142; 7. Tulyakov, Asymptotic regimes in the saturation zone for C-D-kernels for an ensemble of Meixner orthogonal polynomials, Uspekhi Mat. Which is a manifestation of the well-known circular law for these matrices; but the circular law only captures the macroscopic structure of the spectrum, whereas the asymptotic (1) describes the microscopic structure. There are several things people could mean when they say that complex models don't scale well. We study the asymptotic distribution of the proposed tests under the null, fixed contiguous alternatives and random contiguous alternatives. We also propose a weighted bootstrap procedure for computing the critical values of the test statistics. Isn't it ironic that almost all known results in asymptotic statistics don't scale well with data? Van der VaartEnglish | ISBN: 0521784506 | edition 2000 | PDF.