von Mises Calculus For Statistical Functionals (Lecture Notes in Statistics, 19, Band 19) - Softcover

Fernholz, Luisa Turrin

Softcover

ISBN 10: 0387908994 ISBN 13: 9780387908991

Verlag: Springer New York, 1983

Inhaltsangabe

I. Introduction.- II. Von Mises' Method.- 2.1 Statistical functionals.- 2.2 Von Mises expansions.- 2.3 Frééchet derivatives.- III. Hadamard Differentiation.- 3.1 Definitions of differentiability.- 3.2 An implicit function theorem.- IV. Some Probability Theory on C[0,1] and D[0,1].- 4.1 The spaces C[0,1] and D[0,1].- 4.2 Probability theory on C[0,1].- 4.3 Probability theory on D[0,1].- 4.4 Asymptotic Normality.- V. M-, L-, and R-Estimators.- 5.1 M-estimators.- 5.2 L-estimators.- 5.3 R-estimators.- 5.4 Modifications of elements of D[0,1].- VI. Calculus on Function Spaces.- 6.1 Differentiability theorems.- 6.2 An implicit function theorem for statistical functionals.- VII. Applications.- 7.1 M-estimators.- 7.2 L-estimators.- 7.3 R-estimators.- 7.4 Functionals on C[0,1]: sample quantiles.- 7.5 Truncated d.f.'s and modified estimators.- VIII. Asymptotic Efficiency.- 8.1 Asymptotic efficiency and Hadamard differentiability.- 8.2 Asymptotically efficient estimators of location.- References.- List of symbols.

Details zur Ausgabe

• Verlag: Springer New York
• Erscheinungsdatum: 1983
• Sprache: Englisch
• ISBN 10: 0387908994
• ISBN 13: 9780387908991
• Einband: Taschenbuch
• Anzahl der Seiten: 136
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