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Asymptotics for Associated Random Variables

Asymptotics for Associated Random Variables

Paperback

Probability & Statistics

ISBN10: 3642441270
ISBN13: 9783642441271
Publisher: Springer
Published: Feb 22 2014
Pages: 194
Weight: 0.65
Height: 0.44 Width: 6.14 Depth: 9.21
Language: English

The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting the theory in a unified way, explaining relations and implications of the results. It will present basic definitions and characterizations, followed by a collection of relevant inequalities. These are then applied to characterize almost sure and weak convergence of sequences of associated variables. It will also cover applications of positive dependence to the characterization of asymptotic results in nonparametric statistics. The book is directed towards researchers in probability and statistics, with particular emphasis on people interested in nonparametric methods. It will also be of interest to graduate students in those areas. The book could also be used as a reference on association in a course covering dependent variables and their asymptotics.

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Oliveira, Paulo Eduardo

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Probability & Statistics