Prakasa Rao Associated Sequences, Demimartingales and Nonparametric Inference

1. Auflage 2011
ISBN: 978-3-0348-0240-6
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 272 Seiten, Web PDF

Reihe: Mathematics and Statistics (R0)

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.

Zielgruppe

Research

Autoren/Hrsg.

Prakasa Rao, B.L.S.

Inhaltsverzeichnis

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.