Empirical Processes in M-Estimation 在线电子书 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
发表于2024-12-23
Empirical Processes in M-Estimation 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
要不是duchi大神,我估摸着这辈子也不想碰这本书吧
评分整个夏天就是跟此书死磕。
评分要不是duchi大神,我估摸着这辈子也不想碰这本书吧
评分很好 精悍的小书
评分Many small typos but still solid.
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.
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Empirical Processes in M-Estimation 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024