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Asymptotische Stochastik: Eine Einführung Mit Blick Auf Die Statistik

Asymptotische Stochastik: Eine Einführung Mit Blick Auf Die Statistik

          
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About the Book

Dieses Lehrbuch liefert einen verständnisorientierten Einstieg in die asymptotische Stochastik. Es ist vom Niveau her zu Beginn eines Mathematik-Masterstudiums angesiedelt und deckt den Stoff ab, der in einer vierstündigen Vorlesung mit zweistündigen Übungen vermittelt werden kann. Einzelne Kapitel eignen sich zudem für Seminare am Ende eines Bachelorstudiums.

Neben eher grundständigen Themen wie der Momentenmethode zum Nachweis von Verteilungskonvergenz oder dem multivariaten zentralen Grenzwertsatz und der Delta-Methode werden unter anderem Grenzwertsätze für U-Statistiken und der Satz von Donsker sowie die Brown'sche Brücke mit Anwendungen auf die Statistik behandelt. Das Buch schließt mit einem zentralen Grenzwertsatz für hilbertraumwertige Zufallselemente mit Anwendungen auf gewichtete L²-Statistiken.

Ein besonderes Merkmal des Buches sind mehr als 130 Selbstfragen, die am Ende des jeweiligen Kapitels beantwortet werden, sowie mehr als 180 Übungsaufgaben mit Lösungen. Hierdurch eignet sich dieses Werk sehr gut zum Selbststudium.

Die 2. Auflage ist vollständig durchgesehen und thematisch unter anderem um die starke Konsistenz der Maximum-Likelihood-Schätzung sowie zentrale Grenzwertsätze für Dreiecksschemata von Zufallsvektoren und hilbertraumwertigen Zufallsvariablen erweitert. Hinzugekommen sind auch weitere Beispiele sowie 11 neue Aufgaben mit Lösungen.



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Product Details
  • ISBN-13: 9783662684450
  • Publisher: Springer
  • Publisher Imprint: Springer Spektrum
  • Height: 244 mm
  • No of Pages: 443
  • Spine Width: 24 mm
  • Width: 170 mm
  • ISBN-10: 3662684454
  • Publisher Date: 25 Mar 2024
  • Binding: Paperback
  • Language: German
  • Returnable: Y
  • Weight: 734 gr


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