Associated Sequences, Demimartingales and Nonparametric Inference

This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes.   One of the basic aims of theory of probability and statistics is to build stochastic models which explain the phenomenon...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Prakasa Rao, B.L.S (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Basel : Springer Basel, 2012.
Σειρά:Probability and its Applications
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 03265nam a22004575i 4500
001 978-3-0348-0240-6
003 DE-He213
005 20151126001051.0
007 cr nn 008mamaa
008 111104s2012 sz | s |||| 0|eng d
020 |a 9783034802406  |9 978-3-0348-0240-6 
024 7 |a 10.1007/978-3-0348-0240-6  |2 doi 
040 |d GrThAP 
050 4 |a QA273.A1-274.9 
050 4 |a QA274-274.9 
072 7 |a PBT  |2 bicssc 
072 7 |a PBWL  |2 bicssc 
072 7 |a MAT029000  |2 bisacsh 
082 0 4 |a 519.2  |2 23 
100 1 |a Prakasa Rao, B.L.S.  |e author. 
245 1 0 |a Associated Sequences, Demimartingales and Nonparametric Inference  |h [electronic resource] /  |c by B.L.S. Prakasa Rao. 
264 1 |a Basel :  |b Springer Basel,  |c 2012. 
300 |a XII, 272 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Probability and its Applications 
505 0 |a Preface -- Associated Random Variables and Related Concepts -- Demimartingales -- N-Demimartingales -- Conditional Demimartingales -- Multidimensionally Indexed Demimartingales and Continuous Parameter Demimartingales -- Limit Theorems for Associated Random Variables -- Nonparametric Estimation for Associated Sequences -- Nonparametric Tests for Associated Sequences -- Nonparametric Tests for Change in Marginal Density Function for Associated Sequences -- References -- Index. 
520 |a This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes.   One of the basic aims of theory of probability and statistics is to build stochastic models which explain the phenomenon under investigation and explore the dependence among various covariates which influence this phenomenon. Classic examples are the concepts of Markov dependence or of mixing for random processes. Esary, Proschan and Walkup introduced the concept of association for random variables, and Newman and Wright studied properties of processes termed as demimartingales. It can be shown that the partial sums of mean zero associated random variables form a demimartingale.   Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to problems in nonparametric statistical inference for such processes are investigated in the last three chapters.   This book will appeal to graduate students and researchers interested in probabilistic aspects of various types of stochastic processes and their applications in reliability theory, statistical mechanics, percolation theory and other areas. 
650 0 |a Mathematics. 
650 0 |a Probabilities. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783034802390 
830 0 |a Probability and its Applications 
856 4 0 |u http://dx.doi.org/10.1007/978-3-0348-0240-6  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649)