Non-Asymptotic Analysis of Approximations for Multivariate Statistics

Fujikoshi, Yasunori

ISBN 10: 9811326150 / ISBN 13: 9789811326158

Verlag: Springer 2020-06, 2020

Beschreibung

Bestandsnummer des Verkäufers 6666-IUK-9789811326158

Bibliografische Details

• Titel: Non-Asymptotic Analysis of Approximations for Multivariate Statistics
• Verlag: Springer 2020-06
• Erscheinungsjahr: 2020
• Sprache: Englisch
• ISBN-10: 9811326150
• ISBN-13: 9789811326158
• Einband: PF
• Zustand: New

Über diesen Titel

Inhaltsangabe

This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish–Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics.

 

Über die Autorin bzw. den Autor

Fujikoshi, Yasunori, Hiroshima University, Higashi-Hiroshima, Japan
Ulyanov, Vladimir V., Moscow State University and HSE University, Moscow, Russia