Articles liés à Empirical Processes in M-Estimation

Empirical Processes in M-Estimation - Couverture souple

Van De Geer, Sara

 
9780521123259: Empirical Processes in M-Estimation
Couverture souple
ISBN 10 : 0521123259 ISBN 13 : 9780521123259
Editeur : Cambridge University Press, 2009

Synopsis

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.

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Présentation de l'éditeur

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.

Revue de presse

'... well written and provides a modern contribution to a very important class of nonparametric estimators.' N. D. C. Veraverbeke, Publication of the International Statistical Institute

'... this excellent book will be extremely useful for graduate students and researchers in the general area of nonparametric estimation. It is a welcome addition to the existing literature and certainly recommended.' Niew Archief voor Wiskunde

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2009
Langue
anglais
ISBN 10 
0521123259
ISBN 13 
9780521123259
Reliure
Broché
Nombre de pages
300
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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