Catalogue


Asymptotic methods in probability and statistics [electronic resource] : a volume in honor of Miklós Csörgö /
edited by Barbara Szyszkowicz.
edition
1st ed.
imprint
Amsterdam ; New York : Elsevier, 1998.
description
xxxiii, 889 p. : ill. ; 25 cm.
ISBN
0444500839
format(s)
Book
More Details
imprint
Amsterdam ; New York : Elsevier, 1998.
isbn
0444500839
restrictions
Licensed for access by U. of T. users.
general note
Papers from an International Conference on Asymptotic Methods in Probability and Statistics, held at Carleton University, Ottawa, Canada, 8-13 July, 1997.
catalogue key
8592098
 
Includes bibliographical references.
A Look Inside
Table of Contents
Prefacep. vii
List of Contributorsp. xxiii
Limit Theorems for Variously Mixing and Quasi-Associated Random Variables
Renyi-mixing of occupation timesp. 3
Limit theorems for maximal random sumsp. 13
Limit theorems for partial sums of quasi-associated random variablesp. 31
On the central limit theorem for triangular arrays of [open phi]-mixing sequencesp. 49
Central Limit Theorems for Logarithmic Averages
Results and problems related to the pointwise central limit theoremp. 59
On two ergodic properties of self-similar processesp. 97
Strong Approximations, Weighted Approximations
Jump diffusion approximation for a Markovian transport modelp. 115
On the local oscillations of empirical and quantile processesp. 127
Strong approximations in queueing theoryp. 135
Applications of weighted approximations via quantile inequalitiesp. 151
Empirical Distributions and Processes
Empirical processes based on pseudo-observationsp. 171
A uniform Marcinkiewicz-Zygmund strong law of large numbers for empirical processesp. 199
On the comparison of theoretical and empirical distribution functionsp. 213
Iterated Random Walks
A random walk on a random walk pathp. 235
Long excursions and iterated processesp. 243
Fine Analytic Path Behavior of the Oscillations of Stochastic Processes
Integral tests for some processes related to Brownian motionp. 253
A lim inf result for the Brownian motionp. 281
On the increments of l[superscript 8]-valued Gaussian processesp. 293
A note on how small are the increments of a fractional Wiener processp. 303
On a conjecture of Revesz and its analogue for renewal processesp. 311
Asymptotic results for self-similar Markov processesp. 323
Multiparameter Stochastic Processes
On Strassen's version of the law of the iterated logarithm for the two-parameter Wiener processp. 343
A maximal inequality and tightness for multiparameter stochastic processesp. 359
Results Related to Studies of Local Time and Hitting Times of Bessel Processes. a Cautionary Note on Limiting Sigma-Algebras
On asymptotic independence of partial sumsp. 373
Limiting sigma-algebras--some counterexamplesp. 383
Convergence in law and convergence of moments: an example related to Bessel processesp. 387
Large Deviations, Small Ball Problems, Self Normalization
Analytic aspects of multilevel large deviationsp. 401
Large deviation upper bound and its application to measure valued processesp. 441
Gaussian measure of a small ball and capacity in Wiener spacep. 453
Recent developments on self-normalized limit theoremsp. 467
Stochastic Bifurcation
On the time and direction of stochastic bifurcationp. 483
Change-Point Analysis, U-Statistics, Non-Smooth Functions, Comparison Distributions
Change point tests for randomly censored datap. 503
Weighted approximations of parameters-estimated empirical processes and changepoint analysisp. 515
The application of change point tests to data occurring in fair hiring casesp. 551
Parameter estimated standardized U-statisticsp. 563
Remarks on test procedures for gradual changesp. 577
Tests for constancy of a meanp. 585
Non-parametric models for non-smooth functionsp. 595
Statistical methods mining, two sample data analysis, comparison distributions, and quantile limit theoremsp. 611
Empirical Reliability, Survival Analysis
On the Cox regressionp. 621
Some further results on the limiting proportion of typesp. 639
Estimation of percentile residual lifetime processes for stationary observationsp. 647
The Vervaat processp. 667
Gaussian Bootstrap, Monte Carlo Simulation
A Gaussian bootstrap approach to estimation and testsp. 697
Tabulating weighted sup-norm functionals of Brownian bridges via Monte Carlo simulationp. 707
Autoregressive and Moving Average Schemes
Upper and lower bounds for the tail of the invariant distribution of some AR(1) processesp. 723
Non Gaussian autoregressive and moving average schemesp. 731
Nonparametric Curve Estimations, Regression Diagnostics
A regression residual processp. 741
A note on nonparametric estimationsp. 759
Convergence rates for maximal score estimators in binary response regressionsp. 775
Testing Statistical Hypotheses
Applications of Hamming distance to the analysis of block designsp. 787
Bayesian sequential and fixed sample testing of multihypothesesp. 801
Vanishing shortcoming of data driven Neyman's testsp. 811
Tail Index Estimation, Order Statistics of Order Statistics
Estimating the tail indexp. 833
Stability criteria for order statistics of order statisticsp. 883
Table of Contents provided by Syndetics. All Rights Reserved.

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