Advanced Lectures in Mathematics (ALM 2): Asymptotic Theory in Probability and Statistics with Applications


Price: $66.00


Author: Shing-Tung Yau Liu Kefeng Ji Lizhen
Language: English
ISBN/ISSN: 9787040221527
Published on: 2007-01

This volume is a collection of 18 papers on asymptotic theory in probability, statistics and their applications to a wide variety of problems.It contains three parts, limit theorems, statistics and applications, mathematical finance and Insurance.Most papers are survey papers and the volume is intended for graduate students in probability and statistics and researchers in related areas.

Part Ⅰ: Limit Theorems.
 Self-normalized Limit Theorems in Probability and Statistics
 Asymptotic Analysis of Random Partitions
 Limit Theorems on Adaptive Designs in Clinical Trials
 Functional Limit Theorems for Gaussian Processes
 Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields
 Large Deviations for Two-Parameter Gaussian Processes Related to Change-Point Analysis
 Intersection Local Times: Large Deviations and Laws of the Iterated Logarithm
 Limit Theorems for U-Statistics
Part Ⅱ: Statistics and Applications
 On the Inverse Problem for the t-Statistic
 Statistical Analysis for Rounded Data
 Piecewise Regression Models: Estimation Theory and Applications
 Estimation in Partially Linear Models With Missing Data: A Review
 Asymptotic Methods in Nonlinear Time Series Models
 Nonparametric Classification and Probabilistic Classifier with Environmental and Remote Sensing  Applications
 Mixed Linear Model Approaches for Complex Trait Analysis
Part Ⅲ: Mathematical Finance and Insurance
 Inference and Computation for Stochastic Volatility Models Related to Option Pricing
 A Selective Overview of Applications of Choquet Integrals
 Some Recent Developments in Actuarial Science

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