Empirical Processes in M-Estimation (BOK)

Sara A. van de Geer

499,00 49900
Sendes vanligvis innen 5-15 dager
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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2009 Forfatter Sara A. van de Geer
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780521123259
Antall sider 300 Dimensjoner 17,7cm x 25,3cm x 1,5cm
Vekt 562 gram Leverandør Bertram Trading Ltd