概率统计中的极限理论及其应用(英文版)
作者: Tze Leung Lai,Lianfen Qian等主编
出版时间:2007-06-22
出版社:高等教育出版社
- 高等教育出版社
- 9787040221527
- 1版
- 227480
- 46254077-4
- 精装
- 特殊
- 2007-06-22
- 558
- 548
- 理学
- 数学
- O211.4-53
- 数学类
- 研究生及以上
本文集涉及极限理论在概率、统计各个方面的应用,由众多国内外知名学者最新撰写的18篇英文文章组成,共包括3个部分:极限理论、应用统计及金融数学主题。其中很多文章是综述性的,每篇文章对所涉及主题的介绍都尽量详实、逻辑严密,真正展示最新理论的发展,适合概率统计专业研究生及相关专业研究人员作参考。
This volume is a collection of 18 papers on asymptotic theory in probability, statistics and their applications to a wide variety of contains three parts, limit theorems, statistics and applications, mathematical finance and st papers are survey papers and the volume is intended for graduate students in probability and statistics and researchers in related areas.
Front Matter
Part I: Limit Theorems
Tze Leung Lai, Qi-Man Shao: Self-normalized Limit Theorems in Probability and Statistics
Zhonggen Su: Asymptotic Analysis of Random Partitions
Li-Xin Zhang: Limit Theorems on Adaptive Designs in Clinical Trials
Wensheng Wang: Functional Limit Theorems for Gaussian Processes
Yimin Xiao: Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields
Bin Chen, Miklós Csörg□: Large Deviations for Two-Parameter Gaussian Processes Related to Change-Point Analysis
Xia Chen: Intersection Local Times: Large Deviations and Laws of the Iterated Logarithm
Bing-Yi JING: Limit Theorems for U-Statistics
Part II: Statistics and Applications
Zhenhai Yang, Kai-Tai Fang, Samuel Kotz: On the Inverse Problem for the t-Statistic
Zhidong Bai, Shurong Zheng, Baoxue Zhang, Guorog Hu: Statistical Analysis for Rounded Data
Lianfen Qian: Piecewise Regression Models: Estimation Theory and Applications
Suojin Wang, Hua Liang, Lei Jin: Estimation in Partially Linear Models With Missing Data: A Review
Hao Yu: Asymptotic Methods in Nonlinear Time Series Models
Jun Yu, Bo Ranneby: Nonparametric Classification and Probabilistic Classifier with Environmental and Remote Sensing Applications
Jian Yang, Jun Zhu: Mixed Linear Model Approaches for Complex TTait Analysis
Part III: Mathematical Finance and Insurance
Chuanshu Ji: Inference and Computation for Stochastic Volatility Models Related to Option Pricing
Zengwu Wang, Jia-An Yan: A Selective Overview of Applications of Choquet Integrals
Hailiang Yang: Some Recent Developments in Actuarial Science