Order Statistics (Wiley Series in Probability and Statistics)

Other volumes in the Wiley Series in Probability and Mathematical Statistics The Theory of Linear Models and Multivariate Analysis Steven F. Arnold Presents a detailed, theoretical treatment of models that assume an underlying normal distribution. Considers the univariate linear, generalized linear, repeated measures, random effects, mixed, correlation, multivariate linear and discrimination models. Optimal estimation and testing procedures and simultaneous confidence intervals are derived for each. Emphasizes the similarity of univariate and multivariate models. Uses a co-ordinate free notation in which most of the important statistics are defined as projections on particular subspaces or the lengths of such projections. 1981 Approximation Theorems of Mathematical Statistics Robert J. Serfling This book covers asymptotic distribution theory, consistency properties, and asymptotic relative efficiency approaches. It includes methods of proof and emphasizes the manipulation of probability theorems for statistical use. Besides standard types of statistics such as the empirical distribution function, the sample moments, sample quantiles, maximum likelihood estimates, etc., Serfling treats special classes of statistics: U-statistics, differentiable statistical functions, Mestimates, L-estimates, and R-estimates. A readily accessible text for students in statistics, general mathematics, operations research, and selected engineering fields. 1980 Robust Statistics Peter J. Huber A systematic, book-length treatment of the subject. Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stresses concepts. Provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates. 1980