Statistical-Models-A.C.Davison2008.pdf

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1、ThispageintentionallyleftblankStatisticalmodelsCAMBRIDGESERIESINSTATISTICALANDPROBABILISTICMATHEMATICSEditorialBoard:R.Gill,DepartmentofMathematics,UtrechtUniversityB.D.Ripley,DepartmentofStatistics,UniversityofOxfordS.Ross,DepartmentofIndustrialEngineering,UniversityofCalifornia,Berkeley

2、M.Stein,DepartmentofStatistics,UniversityofChicagoD.Williams,SchoolofMathematicalSciences,UniversityofBathThisseriesofhigh-qualityupper-divisiontextbooksandexpositorymonographscov-ersallaspectsofstochasticapplicablemathematics.Thetopicsrangefrompureandappliedstatisticstoprobabilitytheory,

3、operationsresearch,optimization,andmathe-maticalprogramming.Thebookscontainclearpresentationsofnewdevelopmentsinthefieldandalsoofthestateoftheartinclassicalmethods.Whileemphasizingrigoroustreatmentoftheoreticalmethods,thebooksalsocontainapplicationsanddiscussionsofnewtechniquesmadepossible

4、byadvancesincomputationalpractice.Alreadypublished1.BootstrapMethodsandTheirApplication,A.C.DavisonandD.V.Hinkley2.MarkovChains,J.Norris3.AsymptoticStatistics,A.W.vanderVaart4.WaveletMethodsforTimeSeriesAnalysis,D.B.PercivalandA.T.Walden5.BayesianMethods,T.LeonardandJ.S.J.Hsu6.EmpiricalPr

5、ocessesinM-Estimation,S.vandeGeer7.NumericalMethodsofStatistics,J.Monahan8.AUser’sGuidetoMeasure-TheoreticProbability,D.Pollard9.TheEstimationandTrackingofFrequency,B.G.QuinnandE.J.HannanStatisticalmodelsA.C.DavisonSwissFederalInstituteofTechnology,LausanneCAMBRIDGEUNIVERSITYPRESSCambridg

6、e,NewYork,Melbourne,Madrid,CapeTown,Singapore,SãoPaulo,Delhi,Dubai,TokyoCambridgeUniversityPressTheEdinburghBuilding,CambridgeCB28RU,UKPublishedintheUnitedStatesofAmericabyCambridgeUniversityPress,NewYorkwww.cambridge.orgInformationonthistitle:www.cambridge.org/9780521773393©CambridgeUniv

7、ersityPress2003,2008Thispublicationisincopyright.Subjecttostatutoryexceptionandtotheprovisionofrelevantcollectivelicensingagreements,noreproductionofanypartmaytakeplacewithoutthewrittenpermissionofCambridgeUniversityPress.Firstpublishedinprintformat2003ISBN-13978-0-