Emperical Processes in M-Estimation

Emperical Processes in M-Estimation
Автор
 
Год
 
Страниц
 
324
ISBN
 
052165002X
Издатель
 
Категория
 
Эконометрика

Содержание:

Россия в войне 1941-1945

Описание:

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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