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Non-Asymptotic Analysis of Approximations for Multivariate Statistics

Non-Asymptotic Analysis of Approximations for Multivariate Statistics

Brand
Springer Nature
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N/A
Part Number
0
GTIN
9789811326158
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New
Product Description

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 tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, CornishFisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics.

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