Asymptotic Theory of Statistics and Probability (Hardcover)

Basic Convergence Concepts and Theorems.- Metrics, Information Theory, Convergence, and Poisson Approximations.- More General Weak and Strong Laws and the Delta Theorem.- Transformations.- More General Central Limit Theorems.- Moment Convergence and Uniform Integrability.- Sample Percentiles and Order Statistics.- Sample Extremes.- Central Limit Theorems for Dependent Sequences.- Central Limit Theorem for Markov Chains.- Accuracy of Central Limit Theorems.- Invariance Principles.- Edgeworth Expansions and Cumulants.- Saddlepoint Approximations.- U-statistics.- Maximum Likelihood Estimates.- M Estimates.- The Trimmed Mean.- Multivariate Location Parameter and Multivariate Medians.- Bayes Procedures and Posterior Distributions.- Testing Problems.- Asymptotic Efficiency in Testing.- Some General Large-Deviation Results.- Classical Nonparametrics.- Two-Sample Problems.- Goodness of Fit.- Chi-square Tests for Goodness of Fit.- Goodness of Fit with Estimated Parameters.- The Bootstrap.- Jackknife.- Permutation Tests.- Density Estimation.- Mixture Models and Nonparametric Deconvolution.- High-Dimensional Inference and False Discovery.- A Collection of Inequalities in Probability, Linear Algebra, and Analysis.