Weak Convergence and Empirical Processes

出版者:Springer

作者:Aad van der vaart

页数:510

出版时间:2000-11-10

价格:USD 209.00

装帧:Hardcover

isbn号码:9780387946405

丛书系列:Springer Series in Statistics

图书标签:数学Statistics经验过程统计Mathematics统计学数学和计算机Textbook

This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.

用户评价

从Vapnik的SLT看到这本书，看了之后很多东西都是茅塞顿开的感觉，对于统计学习也有非常大的指导意义，特别是M-estimator那里。可惜太难了，一上来就是因为sup而引入的外测度和各种拓扑的内容，初学者根本受不了。

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与你艰苦卓绝的斗争还将继续

从Vapnik的SLT看到这本书，看了之后很多东西都是茅塞顿开的感觉，对于统计学习也有非常大的指导意义，特别是M-estimator那里。可惜太难了，一上来就是因为sup而引入的外测度和各种拓扑的内容，初学者根本受不了。

Bible