Items related to Non-Asymptotic Analysis of Approximations for Multivariate...

Non-Asymptotic Analysis of Approximations for Multivariate Statistics (SpringerBriefs in Statistics) - Softcover

Fujikoshi, Yasunori; Ulyanov, Vladimir V.

 
9789811326158: Non-Asymptotic Analysis of Approximations for Multivariate Statistics (SpringerBriefs in Statistics)
Softcover
ISBN 10: 9811326150 ISBN 13: 9789811326158
Publisher: Springer, 2020

Synopsis

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.

 

"synopsis" may belong to another edition of this title.

About the Author

Fujikoshi, Yasunori, Hiroshima University, Higashi-Hiroshima, Japan

Ulyanov, Vladimir V., Moscow State University and HSE University, Moscow, Russia

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2020
Language
English
ISBN 10 
9811326150
ISBN 13 
9789811326158
Binding
Paperback
Edition number
1
Number of pages
139