《機率統計中的極限理論及其套用》是2007年高等教育出版社出版的一本圖書。本文集涉及極限理論在機率、統計各個方面的套用，由眾多國內外知名學者最新撰寫的18篇英文文章組成，共包括3個部分：極限理論、套用統計及金融數學主題。
基本介紹
- 書名：機率統計中的極限理論及其套用
- 又名：asymptotic theory in probability and statistics with applications
- ISBN：9787040221527
- 頁數：533頁
- 出版社：高等教育出版社
- 出版時間：第1版 (2007年1月1日)
- 開本：16
- 正文語種：英語
- 商品尺寸：22.8 x 15.4 x 2.8 cm
- 商品重量： 798 g
內容簡介,目錄,
內容簡介
《機率統計中的極限理論及其套用(英文版)》主要內容：Thisvolumeisacollectionof18papersonasymptotictheoryinprobability,statisticsandtheirapplicationstoawidevarietyofproblems.Itcontainsthreeparts,limittheorems,statisticsandapplications,mathematicalfinanceandInsurance.Mostpapersaresurveypapersandthevolumeisintendedforgraduatestudentsinprobabilityandstatisticsandresearchersinrelatedareas.
目錄
Part Ⅰ: Limit Theorems.
Self-normalized Limit Theorems in Probability and Statistics
Asymptotic Analysis of Random Partitions
Limit Theorems on Adaptive Designs in Clinical Trials
Functional Limit Theorems for Gaussian Processes
Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields
Large Deviations for Two-Parameter Gaussian Processes Related to Change-Point Analysis
Intersection Local Times: Large Deviations and Laws of the Iterated Logarithm
Limit Theorems for U-Statistics
Part Ⅱ: Statistics and Applications
On the Inverse Problem for the t-Statistic
Statistical Analysis for Rounded Data
Piecewise Regression Models: Estimation Theory and Applications
Estimation in Partially Linear Models With Missing Data: A Review
Asymptotic Methods in Nonlinear Time Series Models
Nonparametric Classification and Probabilistic Classifier with Environmental and Remote Sensing Applications
Mixed Linear Model Approaches for Complex Trait Analysis
Part Ⅲ: Mathematical Finance and Insurance
Inference and Computation for Stochastic Volatility Models Related to Option Pricing
A Selective Overview of Applications of Choquet Integrals
Some Recent Developments in Actuarial Science
