Author: Christopher A. FieldPublisher: IMS
ISBN: 9780940600188
Category : Mathematical statistics
Languages : en
Pages : 166
Book Description
Small Sample Asymptotics
Author: Christopher A. FieldPublisher: IMS
ISBN: 9780940600188
Category : Mathematical statistics
Languages : en
Pages : 166
Book Description
Small Sample Asymptotics
Author: Elvezio M. RonchettiApplied Asymptotics
Author: Publisher:
ISBN: 9780511285981
Category : Statistical hypothesis testing
Languages : en
Pages : 236
Book Description
First practical treatment of small-sample asymptotics, enabling practitioners to apply new methods with confidence.
Small Sample Asymptotics
Author: Christopher A. FieldPublisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 152
Book Description
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Applied Asymptotics
Author: A. R. BrazzalePublisher: Cambridge University Press
ISBN: 9780521847032
Category : Business & Economics
Languages : en
Pages : 256
Book Description
First practical treatment of small-sample asymptotics, enabling practitioners to apply new methods with confidence.
Small Sample Asymptotics ...
Author: FieldAn Overview of Small Sample Asymptotics
Author: Christopher A. FieldInformation-Theoretic Approximation of Small Sample Distributions
Author: Ximing WuPublisher:
ISBN:
Category :
Languages : en
Pages : 28
Book Description
We propose a simple approach for approximating small sample distributions based on the method of minimum relative entropy density. Unlike previous studies that use this method as a curve-fitting tool, we focus on the 'small sample asymptotics' of the approximation to distributions of general statistics. We show that this method obtains not only the same asymptotic order of accuracy as that of the classical Edgeworth expansion and the exponential Edgeworth expansion by Field and Hampel (1982), but also the minimum Kullback-Leibler distance among all approximations of the same exponential family. The formulation of the minimum relative entropy density facilitates incorporating prior information through a reference density. Moreover, the introduction of a reference density frees us from the assumption of a bounded support, which is typically used in the existing literature. We discuss the selection of a proper reference density that ensures the integrability of the approximation on the real line under various moment constraints. Our numerical experiments show that the proposed method compares competitively with and often outperforms the Edgeworth and exponential Edgeworth expansions, especially when the sample size is small.
Small Sample Asymptotics
Author: G. DianaExpansions and Asymptotics for Statistics
Author: Christopher G. SmallPublisher: CRC Press
ISBN: 1420011022
Category : Mathematics
Languages : en
Pages : 359
Book Description
Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics. Moreover, the conclusions of asymptotic analysis often supplement the conclusions obtained by numerical methods. Providing a broad toolkit of analytical methods, Expansions and Asymptotics for Statistics shows how asymptoti