Empirical Processes in M-Estimation PDF

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AUTEUR: Sara Van De Geer

TAILLE DU FICHIER: 6,82 MB

NOM DE FICHIER: Empirical Processes in M-Estimation.pdf

ISBN: 9780521650021

DESCRIPTION

The theory of empirical processes provides valuable tools for the development of asymptotic theory in (non-parametric) statistical models, and possibly 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.

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AUTEUR: Sara Van De Geer

TAILLE DU FICHIER: 3,39 MB

NOM DE FICHIER: Empirical Processes in M-Estimation.pdf

ISBN: 9780521650021

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Empirical processes in m estimation pdf - Request PDF on ResearchGate | On Jan 1, , Sreenivasa Rao Jammalamadaka and others published Empirical Processes in M-Estimation by Sara A. van. Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics) by A. W. van der Vaart Paperback $ Weak Convergence and Empirical Processes: With Applications to Statistics. The theory of ...

The theory of empirical processes provides valuable tools for the development of asymptotic theory in (non-parametric) statistical models, and possibly 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 ...

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