Empirical Processes in M-Estimation pdf epub mobi txt 电子书下载 2025

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出版者:Cambridge University Press

作者:Sara van de Geer

出品人:

页数:300

译者:

出版时间:2009-11-19

价格:GBP 35.99

装帧:Paperback

isbn号码:9780521123259

丛书系列:Cambridge Series in Statistical and Probabilistic Mathematics

图书标签:

统计
数学
非参数统计
统计学习
统计学
经济计量学
不等式
2016

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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.