Weighted Empirical Processes in Dynamic Nonlinear Models: 166 (Lecture Notes in Statistics, 166) - Softcover

Koul, Hira L.

Softcover

ISBN 10: 0387954767 ISBN 13: 9780387954769

Verlag: Springer, 2008

Inhaltsangabe

This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.

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Reseña del editor

This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 0387954767
• ISBN 13: 9780387954769
• Einband: Tapa blanda
• Auflage: 2
• Anzahl der Seiten: 448
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Deutschland