Vaart, A. W. van der
Overview
Works:  19 works in 133 publications in 2 languages and 1,840 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Editor, 956, Opponent 
Classifications:  QA3, 519.2 
Publication Timeline
.
Most widely held works by
A. W. van der Vaart
Asymptotic statistics by
A. W. van der Vaart(
Book
)
35 editions published between 1998 and 2012 in English and held by 509 WorldCat member libraries worldwide
"This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, Mestimation, asymptotic efficiency, Ustatistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications." "Suitable as a text for a graduate or Master's level statistics course, this book also gives researchers in statistics, probability, and their applications an overview of the latest research in asymptotic statistics."Jacket
35 editions published between 1998 and 2012 in English and held by 509 WorldCat member libraries worldwide
"This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, Mestimation, asymptotic efficiency, Ustatistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications." "Suitable as a text for a graduate or Master's level statistics course, this book also gives researchers in statistics, probability, and their applications an overview of the latest research in asymptotic statistics."Jacket
Weak convergence and empirical processes by
A. W. van der Vaart(
Book
)
24 editions published between 1996 and 2000 in English and held by 428 WorldCat member libraries worldwide
This book provides an account of weak convergence theory and empirical processes and their applications to a wide variety of applications in statistics. The first part of the book presents a thorough account of stocastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of topics which demonstrate the applicability of the theory to important questions such as: limit theorems in asymptotic statistics; measures of goodness of fit; the bootstrap; and semiparametric estimation. Most of the sections conclude with "problems and complements". Some of these are exercises to help the reader's understanding of the material whereas others are intended to supplement the text
24 editions published between 1996 and 2000 in English and held by 428 WorldCat member libraries worldwide
This book provides an account of weak convergence theory and empirical processes and their applications to a wide variety of applications in statistics. The first part of the book presents a thorough account of stocastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of topics which demonstrate the applicability of the theory to important questions such as: limit theorems in asymptotic statistics; measures of goodness of fit; the bootstrap; and semiparametric estimation. Most of the sections conclude with "problems and complements". Some of these are exercises to help the reader's understanding of the material whereas others are intended to supplement the text
Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de SaintFlour XXV  1995 by
M. T Barlow(
Book
)
29 editions published between 2002 and 2004 in English and held by 287 WorldCat member libraries worldwide
Annotation
29 editions published between 2002 and 2004 in English and held by 287 WorldCat member libraries worldwide
Annotation
Statistical estimation in large parameter spaces by
A. W. van der Vaart(
Book
)
18 editions published between 1980 and 1988 in 3 languages and held by 158 WorldCat member libraries worldwide
18 editions published between 1980 and 1988 in 3 languages and held by 158 WorldCat member libraries worldwide
State of the art in probability and statistics : festschrift for Willem R. van Zwet(
Book
)
7 editions published between 2001 and 2008 in English and held by 72 WorldCat member libraries worldwide
This ebook is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press
7 editions published between 2001 and 2008 in English and held by 72 WorldCat member libraries worldwide
This ebook is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press
Inleiding in de statistiek by
Fetsje Bijma(
Book
)
3 editions published in 2013 in Dutch and held by 13 WorldCat member libraries worldwide
3 editions published in 2013 in Dutch and held by 13 WorldCat member libraries worldwide
Modeling portfolio defaults using hidden Markov models with covariates by
Konrad Banachewicz(
Book
)
4 editions published in 2006 in English and held by 5 WorldCat member libraries worldwide
We extend the Hidden Markov Model for defaults of Crowder, Davis, and Giampieri (2005) to include covariates. The covariates enhance the prediction of transition probabilities from high to low default regimes. To estimate the model, we extend the EM estimating equations to account for the time varying nature of the conditional likelihoods due to sample attrition and extension. Using empirical U.S. default data, we find that GDP growth, the term structure of interest rates and stock market returns impact the state transition probabilities. The impact, however, is not uniform across industries. We only find a weak correspondence between industry credit cycle dynamics and general business cycles
4 editions published in 2006 in English and held by 5 WorldCat member libraries worldwide
We extend the Hidden Markov Model for defaults of Crowder, Davis, and Giampieri (2005) to include covariates. The covariates enhance the prediction of transition probabilities from high to low default regimes. To estimate the model, we extend the EM estimating equations to account for the time varying nature of the conditional likelihoods due to sample attrition and extension. Using empirical U.S. default data, we find that GDP growth, the term structure of interest rates and stock market returns impact the state transition probabilities. The impact, however, is not uniform across industries. We only find a weak correspondence between industry credit cycle dynamics and general business cycles
Limits of statistical experiments by
A. W. van der Vaart(
Book
)
2 editions published between 2005 and 2008 in English and held by 4 WorldCat member libraries worldwide
2 editions published between 2005 and 2008 in English and held by 4 WorldCat member libraries worldwide
Convergence rates of posterior distributions by
Subhashis Ghosal(
Book
)
1 edition published in 1998 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 1998 in English and held by 3 WorldCat member libraries worldwide
An asymptotic representation theorem by
A. W. van der Vaart(
Book
)
1 edition published in 1989 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 1989 in English and held by 3 WorldCat member libraries worldwide
Stochastic convergence by
A. W. van der Vaart(
Book
)
1 edition published in 1990 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 1990 in English and held by 3 WorldCat member libraries worldwide
Testing monotonicity of regression by
Subhashis Ghosal(
Book
)
1 edition published in 1999 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 1999 in English and held by 3 WorldCat member libraries worldwide
Nonparametric Bayesian model selection and averaging by
Subhashis Ghosal(
Book
)
1 edition published in 2008 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2008 in English and held by 2 WorldCat member libraries worldwide
On universal Bayesian adaptation by
Jüri Lember(
Book
)
1 edition published in 2008 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2008 in English and held by 2 WorldCat member libraries worldwide
Fundamentals of nonparametric bayesian inference by
Subhashis Ghosal(
Book
)
1 edition published in 2016 in English and held by 1 WorldCat member library worldwide
1 edition published in 2016 in English and held by 1 WorldCat member library worldwide
State of the art in probability and statistics(
Book
)
1 edition published in 2000 in English and held by 1 WorldCat member library worldwide
1 edition published in 2000 in English and held by 1 WorldCat member library worldwide
Semiparametric mixtures in casecontrol studies by
S. A Murphy(
Book
)
1 edition published in 1997 in English and held by 1 WorldCat member library worldwide
1 edition published in 1997 in English and held by 1 WorldCat member library worldwide
On the 16rank of class groups of quadratic number fields by
Djordjo Milovic(
)
1 edition published in 2016 in English and held by 1 WorldCat member library worldwide
Nous démontrons deux nouveaux résultats de densité à propos du 16rang des groupes des classes de corps de nombres quadratiques. Le premier des deux est que le groupe des classes de Q(sqrt{p}) a un élément d'ordre 16 pour un quart des nombres premiers p qui sont de la forme a^2+c^4 avec c pair. Le deuxième est que le groupe des classes de Q(sqrt{2p}) a un élément d'ordre 16 pour un huitième des nombres premiers p=1 (mod 4). Ces résultats de densité sont intéressants pour plusieurs raisons. D'abord, ils sont les premiers résultats non triviaux de densité sur le 16rang des groupes des classes dans une famille de corps de nombres quadratiques. Deuxièmement, ils prouvent une instance des conjectures de Cohen et Lenstra. Troisièmement, leurs preuves impliquent de nouvelles applications des cribles développés par Friedlander et Iwaniec. Quatrièmement, nous donnons une description explicite du souscorps du corps de classes de Hilbert de degré 8 de Q(sqrt{p}) lorsque p est un nombre premier de la forme a^2+c^4 avec c pair; l'absence d'une telle description explicite pour le souscorps du corps de classes de Hilbert de degré 8 de Q(sqrt{d}) est le frein principal à l'amélioration des estimations de la densité des discriminants positifs d pour lesquels l'équation de Pell négative x^2dy^2=1 est résoluble. Dans le cas du deuxième résultat, nous donnons une description explicite d'un élément d'ordre 4 dans le groupe des classes de Q(sqrt{2p}) et on calcule son symbole d'Artin dans le souscorps du corps de classes de Hilbert de degré 4 de Q(sqrt{2p}), généralisant ainsi un résultat de Leonard et Williams. Enfin, nous démontrons un très bon terme d'erreur pour une fonction de comptage des nombres premiers qui est liée au 16rang du groupe des classes de Q(sqrt{2p}), donnant ainsi des indications fortes contre une conjecture de Cohn et Lagarias que le 16rang est contrôlé par un critère de type Chebotarev
1 edition published in 2016 in English and held by 1 WorldCat member library worldwide
Nous démontrons deux nouveaux résultats de densité à propos du 16rang des groupes des classes de corps de nombres quadratiques. Le premier des deux est que le groupe des classes de Q(sqrt{p}) a un élément d'ordre 16 pour un quart des nombres premiers p qui sont de la forme a^2+c^4 avec c pair. Le deuxième est que le groupe des classes de Q(sqrt{2p}) a un élément d'ordre 16 pour un huitième des nombres premiers p=1 (mod 4). Ces résultats de densité sont intéressants pour plusieurs raisons. D'abord, ils sont les premiers résultats non triviaux de densité sur le 16rang des groupes des classes dans une famille de corps de nombres quadratiques. Deuxièmement, ils prouvent une instance des conjectures de Cohen et Lenstra. Troisièmement, leurs preuves impliquent de nouvelles applications des cribles développés par Friedlander et Iwaniec. Quatrièmement, nous donnons une description explicite du souscorps du corps de classes de Hilbert de degré 8 de Q(sqrt{p}) lorsque p est un nombre premier de la forme a^2+c^4 avec c pair; l'absence d'une telle description explicite pour le souscorps du corps de classes de Hilbert de degré 8 de Q(sqrt{d}) est le frein principal à l'amélioration des estimations de la densité des discriminants positifs d pour lesquels l'équation de Pell négative x^2dy^2=1 est résoluble. Dans le cas du deuxième résultat, nous donnons une description explicite d'un élément d'ordre 4 dans le groupe des classes de Q(sqrt{2p}) et on calcule son symbole d'Artin dans le souscorps du corps de classes de Hilbert de degré 4 de Q(sqrt{2p}), généralisant ainsi un résultat de Leonard et Williams. Enfin, nous démontrons un très bon terme d'erreur pour une fonction de comptage des nombres premiers qui est liée au 16rang du groupe des classes de Q(sqrt{2p}), donnant ainsi des indications fortes contre une conjecture de Cohn et Lagarias que le 16rang est contrôlé par un critère de type Chebotarev
State of the art in probability and statistics: Festschrift for Willem R. van Zwet, Papers from the symposium held at the
University of Leiden, Leiden, March 2326, 1999(
)
in English and held by 0 WorldCat member libraries worldwide
in English and held by 0 WorldCat member libraries worldwide
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Related Identities
 Wellner, Jon A. 1945
 Perkins, Edwin Arend 1953
 Bolthausen, Erwin 1945 Author
 Bernard, P. (Pierre) 1944 Editor
 Klaassen, Chris Editor
 Gunst, Mathisca de Editor
 Zwet, Willem R. van 1934 Honoree Dedicatee
 Bijma, Fetsje 1977 Author
 Jonker, Marianne
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Associated Subjects
Asymptotic efficiencies (Statistics) Bayesian statistical decision theory Brownian motion processes Convergence Diffusion processes Distribution (Probability theory) Finance Fractals Gaussian measures Geometry, Differential Gibbs' equation Global analysis (Mathematics) Global differential geometry Inverse problems (Differential equations) Ising model Isoperimetric inequalities Lattice theory Lévy processes Malliavin calculus Mathematical physics Mathematical statistics Mathematical statisticsAsymptotic theory Mathematics Nonparametric statistics Parameter estimation Perturbation (Mathematics) Probabilities Random walks (Mathematics) Rotational motion Sampling Sampling (Statistics) Statistical hypothesis testingAsymptotic theory Statistical physics Statistics Stochastic processes Trees (Graph theory) Zwet, Willem R. van,
Alternative Names
Aad van der Vaart Dutch mathematician and university professor
Aad van der Vaart Nederlands statisticus
Der Vaart, Aad van derW.
Der Vaart Aad W. van 1959....
Vaart, A. van der.
Vaart, A. van der 1959
Vaart, A. W. van der.
Vaart, A. W. van der 1959
Vaart, Aad van der
Vaart, Aad van der 1959
Vaart, Aad W. van der
Vaart, Adrianus Willem van der
Vaart, Adrianus Willem van der 1959
van der Vaart, A W
Van der Vaart, A. W. 1959
Van der Vaart, Aad W.
Van der Vaart Aad W. 1959....
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