Functional Estimation for Density, Regression Models and Processes - Couverture souple

Pons, Odile,

 
9789814343732: Functional Estimation for Density, Regression Models and Processes
Couverture souple
ISBN 10 : 9814343730 ISBN 13 : 9789814343732
Editeur : World Scientific Publishing Company, 2011

Synopsis

This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book expounds on the construction of estimators for functionals of processes and densities, and provides asymptotic expansions and optimality properties from smooth estimators.

It also presents new regular estimators for functionals of processes, compares histogram and kernel estimators, compares several new estimators for single-index models, and it examines the weak convergence of the estimators.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book expounds on the construction of estimators for functionals of processes and densities, and provides asymptotic expansions and optimality properties from smooth estimators.

It also presents new regular estimators for functionals of processes, compares histogram and kernel estimators, compares several new estimators for single-index models, and it examines the weak convergence of the estimators.

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

Éditeur
World Scientific Publishing Company
Date d'édition
2011
Langue
anglais
ISBN 10 
9814343730
ISBN 13 
9789814343732
Reliure
Broché
Nombre de pages
212
Coordonnées du fabricant
non disponible
Personne responsable
GPSR Kontakt
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Allemagne