U Statistics
Download and Read U Statistics full books in PDF, ePUB, and Kindle. Read online free U Statistics ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Theory of U-Statistics
Author | : Vladimir S. Korolyuk |
Publisher | : Springer Science & Business Media |
Total Pages | : 558 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 9401735158 |
Download Theory of U-Statistics Book in PDF, Epub and Kindle
The theory of U-statistics goes back to the fundamental work of Hoeffding [1], in which he proved the central limit theorem. During last forty years the interest to this class of random variables has been permanently increasing, and thus, the new intensively developing branch of probability theory has been formed. The U-statistics are one of the universal objects of the modem probability theory of summation. On the one hand, they are more complicated "algebraically" than sums of independent random variables and vectors, and on the other hand, they contain essential elements of dependence which display themselves in the martingale properties. In addition, the U -statistics as an object of mathematical statistics occupy one of the central places in statistical problems. The development of the theory of U-statistics is stipulated by the influence of the classical theory of summation of independent random variables: The law of large num bers, central limit theorem, invariance principle, and the law of the iterated logarithm we re proved, the estimates of convergence rate were obtained, etc.
Theory of U-Statistics Related Books
Pages: 558
Pages: 324
Pages: 174
Pages: 402
Pages: 321