[作者简介]:B.L.S. Prakasa Rao, 印度著名概率统计学家,著作包括A First Course in Probability and Statistics, Semimartingales and Their Statistical Inference, Statistical Inference for Diffusion Type Process等。西方学者著书,很多情况下都是总结已经非常成熟的成果,但是这位Rao经常写的都是当时还正在发展中的话题,前沿性非常强,值得一读。
[图书简介]:
This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in nonparametric statistical inference for such processes are investigated in the last three chapters.
[目录]:
为方便大家判断是否值得自己下载,特提供目录如下:
Preface.
1. Associated Random Variables and Related Concepts.
- Introduction.
- Some Probabilistic Properties of Associated Sequences.
- Related Concepts of Association.
2. Demimartingales.
- Introduction.
- Characteristic Function Inequalities.
- Doob Type Maximal Inequality.
- An Upcrossing Inequality.
- Chow Type Maximal Inequality.
- Whittle Type Maximal Inequality.
- More on Maximal Inequalities.
- Maximal phi-Inequalities for Nonnegative Demisubmartingales.
- Maximal Inequalities for Functions of Demisubmartingales.
- Central Limit Theorems.
- Dominated Demisubmartingales.
3. N-Demimartingales.
- Introduction.
- Maximal Inequalities.
- More on Maximal Inequalities.
- Downcrossing Inequality.
- Chow Type Maximal Inequality.
- Functions of N-Demimartingales.
- Strong Law of Large Numbers.
- Azuma Type Inequality.
- Marcinkiewicz-Zygmund Type inequality.
- Comparison Theorem on Moment Inequalities.
4. Conditional Demimartingales.
- Introduction.
- Conditional Independence.
- Conditional Association.
- Conditional Demimartingales.
5. Multidimensionally Indexed Demimartingales and Continuous Parameter Demimartingales.
- Introduction.
- Multidimensionally Indexed Demimartingales.
- Chow Type Maximal Inequality for Two-parameter Demimartingales.
- Continuous Parameter Demisubmartingales.
- Maximal inequality for Continuous Parameter Demisubmartingales.
- Upcrossing Inequality.
6. Limit Theorems for Associated Random Variables.
- Introduction.
- Covariance Inequalities.
- Hajek-Renyi Type Inequalities.
- Exponential Inequality.
- Non-uniform and Uniform Berry-Esseen Type Bounds.
- Limit Theorems for U-statistics.
- More Limit Theorems for U-statistics.
- Application to Two-sample Problem.
- Limit Theorems for V-statistics.
- Limit Theorems for Associated Random Fields.
- Remarks.
7. Nonparametric Estimation for Associated Sequences.
- Introduction.
- Nonparametric Estimation for Survival Function.
- Nonparametric Density Estimation.
- Nonparametric Failure Rate Estimation.
- Nonparametric Mean Residual Life Function Estimation.
- Remarks.
8. Nonparametric Tests for Associated Sequences.
- Introduction.
- More on Covariance Inequalities.
- Tests for Location.
- Mann-Whitney Test.
9. Nonparametric Tests for Change in Marginal Density Function for Associated Sequences.
- Introduction.
- Tests for Change Point.
- Test for Change in Marginal Density Function.
- References.
- Index.