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Asymptotic Statistics A. W. van der Vaart
Publisher: Cambridge University Press

Download Asymptotic Statistics. ISBN: 0521496039,9780521496032 | 459 pages | 12 Mb. Actually I've been meaning to mention a nice bit of statistical theory called Extreme Value Theory on here for some time, because not so many people seem to be aware of it, but somehow I never got around to writing about it. Nancy's research has had a profound influence on statistical theory, likelihood inference, and design of studies. The estimator from the smooth weighted estimating equations are shown to be consistent and have the same asymptotic distribution as that from the nonsmooth version. I want to make a point about a bayesian interpretation of confidence intervals. It has led to a number of surprising results in the application of thermodynamic concepts to small systems, with many contributions by workers in statistical mechanics. Getis and Ord's G and Moran's I statistics, as well as their local versions Gi and Ii, have been widely used in spatial data analysis. Prior research has shown that the G statistic is asymptotically normal under weak regularity conditions. Two test statistics, a Difference Test (DT) and a Lagrange multiplier (LM)-type test, are proposed and their asymptotic distributions are derived.