Non-Asymptotic Analysis of Approximations for Multivariate Statistics
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...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Singapore
Springer Nature Singapore
2020, 2020
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| Edition: | 1st ed. 2020 |
| Series: | JSS Research Series in Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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