| Funct Estim Dens, Regress Model & Proces Contributor(s): Odile Pons (Author) |
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ISBN: 9814343730 ISBN-13: 9789814343732 Publisher: World Scientific Publishing Company OUR PRICE: $83.60 Product Type: Hardcover Published: June 2011 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Regression Analysis - Mathematics | Applied |
| Dewey: 519.5 |
| LCCN: 2011377673 |
| Physical Information: 0.8" H x 6.1" W x 9" (1.15 lbs) 212 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book expounds on the construction of estimators for functionals of processes and densities, and provides asymptotic expansions and optimality properties from smooth estimators.It also presents new regular estimators for functionals of processes, compares histogram and kernel estimators, compares several new estimators for single-index models, and it examines the weak convergence of the estimators. |