Von Mises Calculus for Statistical Functionals
Luisa T. Fernholz
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Description for Von Mises Calculus for Statistical Functionals
Paperback. Series: Lecture Notes in Statistics. Num Pages: 136 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 7. Weight in Grams: 218.
About forty years ago, Richard von Mises proposed a theory for the analysis of the asymptotic behavior of nonlinear statistical functionals based on the differentiability properties of these functionals. His theory was largely neglected until the late 1960's when it experienced a renaissance due to developments in the field of robust statistics. In particular, the "Volterra" derivative used by von Mises evolved into the influence curve, which was used to provide information about the sensi- ti vity of an estimator to outliers, as well as the estimator's asymptot- ic variance. Moreover, with the "Princeton Robustness Study" (Andrews et al. (1972)), ... Read more
About forty years ago, Richard von Mises proposed a theory for the analysis of the asymptotic behavior of nonlinear statistical functionals based on the differentiability properties of these functionals. His theory was largely neglected until the late 1960's when it experienced a renaissance due to developments in the field of robust statistics. In particular, the "Volterra" derivative used by von Mises evolved into the influence curve, which was used to provide information about the sensi- ti vity of an estimator to outliers, as well as the estimator's asymptot- ic variance. Moreover, with the "Princeton Robustness Study" (Andrews et al. (1972)), ... Read more
Product Details
Format
Paperback
Publication date
1983
Publisher
Springer-Verlag New York Inc. United States
Number of pages
136
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
124
Place of Publication
New York, NY, United States
ISBN
9780387908991
SKU
V9780387908991
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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