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Non-Asymptotic Analysis of Approximations for Multivariate Statistics / by Yasunori Fujikoshi, Vladimir V. Ulyanov

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: JSS Research Series in StatisticsPublisher: Singapore : Springer Singapore, 2020Publisher: Singapore : Imprint: Springer, 2020Edition: 1st ed. 2020Description: 1 Online-Ressource(IX, 130 p. 16 illus.)ISBN:
  • 9789811326165
Subject(s): Additional physical formats: 9789811326158 | 9789811326172 | Erscheint auch als: 9789811326158 Druck-Ausgabe | Erscheint auch als: 9789811326172 Druck-AusgabeDDC classification:
  • 519.5 23
DOI: DOI: 10.1007/978-981-13-2616-5Online resources: Summary: 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.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. .PPN: PPN: 1724276964Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SMA | ZDB-2-SXMS
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