Empirical Processes in M-estimation (Paperback)
 
作者: Sara A. van de Geer 
分類: Probability & statistics  
書城編號: 382033


售價: $630.00

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出版社: Cambridge University Press
出版日期: 2009/11/19
尺寸: 254x180x27mm
重量: 545 grams
ISBN: 9780521123259

商品簡介
The theory of empirical processes provides valuable tools for the development of asymptotic theory in (nonparametric) statistical models, and makes it possible to give a unified treatment of various models. This book reveals the relation between the asymptotic behavior of M-estimators and the complexity of parameter space, using entropy as a measure of complexity, presenting tools and methods to analyze nonparametric, and in some cases, semiparametric methods. Graduate students and professionals in statistics, as well as those interested in applications, e.g. to econometrics, medical statistics, etc., will welcome this treatment.
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