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Associated Sequences, Demimartingales and Nonparametric Inference

B.L.S. Prakasa Rao (Autor)

Buch | Hardcover

XII, 272 Seiten

2011
Springer Basel (Verlag)
978-3-0348-0239-0 (ISBN)

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This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in nonparametric statistical inference for such processes are investigated in the last three chapters.

Preface.- Associated Random Variables and Related Concepts.- Demimartingales.- N-Demimartingales.- Conditional Demimartingales.- Multidimensionally Indexed Demimartingales and Continuous Parameter Demimartingales.- Limit Theorems for Associated Random Variables.- Nonparametric Estimation for Associated Sequences.- Nonparametric Tests for Associated Sequences.- Nonparametric Tests for Change in Marginal Density Function for Associated Sequences.- References.- Index.

From the reviews:

"This book is the first one exclusively devoted to sequences of associated random variables and the closely related concept of demimartingales. ... The book is well written, with a good balance of theoretical results, applications and examples. Authored by one of the leading experts of the field, it contains the most important results on associated sequences and demimartingales and will become an extremely valuable reference book for researchers in the broad area of association." (Tasos C. Christofides, Mathematical Reviews, November, 2013)

Erscheint lt. Verlag	6.11.2011
Reihe/Serie	Probability and Its Applications
Zusatzinfo	XII, 272 p.
Verlagsort	Basel
Sprache	englisch
Maße	155 x 235 mm
Gewicht	557 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	3-0348-0239-0 / 3034802390
ISBN-13	978-3-0348-0239-0 / 9783034802390
Zustand	Neuware