Empirical Processes in M-Estimation
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Empirical Processes in M-Estimation by Sara A Van De Geer
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.
'… well written and provides a modern contribution to a very important class of nonparametric estimators' N. D. C. Veraverbeke, Publication of the International Statistical Institute
'… this excellent book will be extremely useful for graduate students and researchers in the general area of nonparametric estimation. It is a welcome addition to the existing literature and certainly recommended.' Niew Archief voor Wiskunde
'… this excellent book will be extremely useful for graduate students and researchers in the general area of nonparametric estimation. It is a welcome addition to the existing literature and certainly recommended.' Niew Archief voor Wiskunde
| SKU | Unavailable |
| ISBN 13 | 9780521123259 |
| ISBN 10 | 0521123259 |
| Title | Empirical Processes in M-Estimation |
| Author | Sara A Van De Geer |
| Series | Cambridge Series In Statistical And Probabilistic Mathematics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Cambridge University Press |
| Year published | 2009-11-19 |
| Number of pages | 300 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |