本文集涉及极限理论在概率、统计各个方面的应用,由众多国内外知名学者最新撰写的18篇英文文章组成,共包括3个部分:极限理论、应用统计及金融数学主题。其中很多文章是综述性的,每篇文章对所涉及主题的介绍都尽量详实、逻辑严密,真正展示最新理论的发展,适合概率统计专业研究生及相关专业研究人员作参考。
This volume is a collection of 18 papers on asymptotic theory in probability, statistics and their applications to a wide variety of problems.It contains three parts, limit theorems, statistics and applications, mathematical finance and Insurance.Most papers are survey papers and the volume is intended for graduate students in probability and statistics and researchers in related areas.
- Front Matter
- Part I: Limit Theorems
- Tze Leung Lai, Qi-Man Shao: Self-normalized Limit Theorems in Probability and Statistics
- Zhonggen Su: Asymptotic Analysis of Random Partitions
- Li-Xin Zhang: Limit Theorems on Adaptive Designs in Clinical Trials
- Wensheng Wang: Functional Limit Theorems for Gaussian Processes
- Yimin Xiao: Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields
- Bin Chen, Miklós Csörg□: Large Deviations for Two-Parameter Gaussian Processes Related to Change-Point Analysis
- Xia Chen: Intersection Local Times: Large Deviations and Laws of the Iterated Logarithm
- Bing-Yi JING: Limit Theorems for U-Statistics
- Part II: Statistics and Applications
- Zhenhai Yang, Kai-Tai Fang, Samuel Kotz: On the Inverse Problem for the t-Statistic
- Zhidong Bai, Shurong Zheng, Baoxue Zhang, Guorog Hu: Statistical Analysis for Rounded Data
- Lianfen Qian: Piecewise Regression Models: Estimation Theory and Applications
- Suojin Wang, Hua Liang, Lei Jin: Estimation in Partially Linear Models With Missing Data: A Review
- Hao Yu: Asymptotic Methods in Nonlinear Time Series Models
- Jun Yu, Bo Ranneby: Nonparametric Classification and Probabilistic Classifier with Environmental and Remote Sensing Applications
- Jian Yang, Jun Zhu: Mixed Linear Model Approaches for Complex TTait Analysis
- Part III: Mathematical Finance and Insurance
- Chuanshu Ji: Inference and Computation for Stochastic Volatility Models Related to Option Pricing
- Zengwu Wang, Jia-An Yan: A Selective Overview of Applications of Choquet Integrals
- Hailiang Yang: Some Recent Developments in Actuarial Science