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Empirical Processes in M-Estimation (Sara A. van de… - 9781316262085 - koop boek
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Sara A. van de Geer (?):
Empirical Processes in M-Estimation (2009) (?)
9781316262085 (?) of 1316262081
, in Engels, Cambridge University Press, Cambridge University Press, Cambridge University Press, Nuwe, EBook, digitale aflaai
The theory of empirical processes provides valuable tools for the development of asymptotic theory in (nonparametric) statistical models, and makes possible the unified treatment of a number of them. This book reveals the relation between the asymptotic behaviour of M-estimators and the complexity of parameter space. Virtually all results are proved using only elementary ideas developed within the book; there is minimal recourse to abstract theoretical results. To make the results concrete, a detailed treatment is presented for two important examples of M-estimation, namely maximum likelihood and least squares. The theory also covers estimation methods using penalties and sieves. Many illustrative examples are given, including the Grenander estimator, estimation of functions of bounded variation, smoothing splines, partially linear models, mixture models and image analysis. Graduate students and professionals in statistics as well as those with an interest in applications, to such areas as econometrics, medical statistics, etc, will welcome this treatment.
Kategorie: Science & Nature
Sleutelwoorde: Empirical Processes in M-Estimation Sara A. van de Geer Mathematics Science & Nature 9781316262085
Data uit 2016-07-07 18:38h
ISBN (alternatiewe skryfwyses): 1-316-26208-1, 978-1-316-26208-5
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