Introduction To Statistical Limit Theory

Those moving on to advanced statistics typically lack the mathematical foundation that allows them to make full use of statistical limit theory. This accessible resource reviews approximation theory and limit theory for sequences of functions and basic notions of functional analysis. It provides det [...]
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Those moving on to advanced statistics typically lack the mathematical foundation that allows them to make full use of statistical limit theory. This accessible resource reviews approximation theory and limit theory for sequences of functions and basic notions of functional analysis. It provides detailed arguments that show how underlying mathematical and statistical theory work together. Among its unique qualities, the text covers expansion theory, which is becoming increasingly important in modern applications. It also discusses bootstrap, kernel smoothing, and Markov chain Monte Carlo and includes a wide array of examples and problems from the fundamental to very advanced.