شنبه 20 آذر 1395  02:21 ب.ظ
توسط: Veronica Romano

Asymptotic Statistics by A. W. van der Vaart

Asymptotic Statistics






Asymptotic Statistics A. W. van der Vaart ebook
Publisher: Cambridge University Press
Format: djvu
ISBN: 0521496039, 9780521496032
Page: 459


Well I hope the dramatic title caught your attention. There are several things people could mean when they say that complex models don't scale well. Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics) by A. However, if we're applying the test with a sample that's relatively small, we have to be careful because the actual sampling distribution of our statistic can be very different from its asymptotic distribution. Now I can get to the real topic of the post, which is: finite sample bounds versus asymptotic approximations. STATISTICS DECLARES WAR ON MACHINE LEARNING! Differential Geometry and Statistics. Empirical Processes in M-estimation. Here is a practical and mathematically rigorous introduction to the field of asymptotic statistics. Van der VaartEnglish | ISBN: 0521784506 | edition 2000 | PDF. Isn't it ironic that almost all known results in asymptotic statistics don't scale well with data? We provide proof of asymptotic independence of marginal association statistics and interaction statistics in linear regression, logistic regression, and Cox proportional hazard models in a randomized clinical trial (RCT) with a rare event. Actually I've been meaning to mention a nice bit of statistical theory called Extreme Value Theory on here for some time, because not so many people seem to be aware of it, but somehow I never got around to writing about it.


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