Empirical Processes in M-Estimation

Sara A. van de Geer

ISBN 10: 0521123259 / ISBN 13: 9780521123259

Verlag: Cambridge University Press, GB, 2009

Beschreibung

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.

Bestandsnummer des Verkäufers LU-9780521123259

Bibliografische Details

• Titel: Empirical Processes in M-Estimation
• Verlag: Cambridge University Press, GB
• Erscheinungsjahr: 2009
• Sprache: Englisch
• ISBN-10: 0521123259
• ISBN-13: 9780521123259
• Einband: Paperback
• Auflage: Illustrated.
• Zustand: New
• Abmessungen: 17,78B x 1,73 H x 25,4 T Zentimeter Breite: 17,78 cm, Höhe: 1,73 cm, Tiefe: 25,4 cm
• Gewicht: 530 Gramm

Über diesen Titel

Inhaltsangabe

This book deals with estimation methods in statistics, and treats various models in a unified way. Many illustrative examples are given, including the Grenander estimator, smoothing splines, partially linear models, mixture models and image analysis. Graduate students and professionals in statistics will welcome this treatment.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.