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Non-Asymptotic Analysis of Approximations for Multivariate Statistics / by Yasunori Fujikoshi, Vladimir V. Ulyanov.
Springer Nature - Springer Mathematics and Statistics eBooks 2020 English International Available online
View online- Format:
- Book
- Author/Creator:
- Fujikoshi, Yasunori, 1942- author.
- Ulyanov, Vladimir V., 1953- author.
- Series:
- Mathematics and Statistics (SpringerNature-11649)
- SpringerBriefs in statistics. JSS research series in statistics 2364-0057
- JSS Research Series in Statistics, 2364-0057
- Language:
- English
- Subjects (All):
- Statistics.
- Statistical Theory and Methods.
- Statistics and Computing/Statistics Programs.
- Applied Statistics.
- Local Subjects:
- Statistical Theory and Methods.
- Statistics and Computing/Statistics Programs.
- Applied Statistics.
- Physical Description:
- 1 online resource (IX, 130 pages) : 16 illustrations.
- Edition:
- First edition 2020.
- Contained In:
- Springer Nature eBook
- Place of Publication:
- Singapore : Springer Singapore : Imprint: Springer, 2020.
- System Details:
- text file PDF
- Summary:
- 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. .
- Contents:
- 1. Introduction
- 2. Correlation Coefficient
- 3. MANOVA Test Statistics
- 4. Linear and Quadratic Discriminant Functions
- 5. Bootstrap Confidence Sets
- 6. Gaussian Comparison
- 7. Cornish-Fisher Expansions
- 8 Approximations for Statistics Based on Random Sample Sizes
- 9. Power-divergence Statistics
- 10.General Approach to Construct Non-asymptotic Bounds
- 11 - Other Topics
- Index.
- Other Format:
- Printed edition:
- ISBN:
- 978-981-13-2616-5
- 9789811326165
- Access Restriction:
- Restricted for use by site license.
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