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Approximate Distributions of Order Statistics by Rolf-Dieter Reiss
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Approximate Distributions of Order Statistics

With Applications to Nonparametric Statistics
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Description

This book is designed as a unified and mathematically rigorous treatment of some recent developments of the asymptotic distribution theory of order statistics (including the extreme order statistics) that are relevant for statistical theory and its applications. Particular emphasis is placed on results concern­ ing the accuracy oflimit theorems, on higher order approximations, and other approximations in quite a general sense. Contrary to the classical limit theorems that primarily concern the weak convergence of distribution functions, our main results will be formulated in terms of the variational and the Hellinger distance. These results will form the proper springboard for the investigation of parametric approximations of nonparametric models of joint distributions of order statistics. The approxi­ mating models include normal as well as extreme value models. Several applications will show the usefulness of this approach. Other recent developments in statistics like nonparametric curve estima­ tion and the bootstrap method will be studied as far as order statistics are concerned. 1n connection with this, graphical methods will, to some extent, be explored.
Release date Australia
December 21st, 2011
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 1989
Illustrations
XII, 355 p.
Pages
355
Dimensions
156x234x19
ISBN-13
9781461396222
Product ID
20763889

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