The Resource Applications of empirical process theory, Sara A. van de Geer

Applications of empirical process theory, Sara A. van de Geer

Label
Applications of empirical process theory
Title
Applications of empirical process theory
Statement of responsibility
Sara A. van de Geer
Title variation
  • Empirical processes in M-estimation
  • Empirical processes in M-estimation
Creator
Subject
Language
eng
Summary
  • "The theory of empirical processes provides tools for the development of asymptotic theory in (non-parametric) statistical models, and possibly 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." "For Graduate students and professionals in statistics, as well as those with an interest in applications to such areas as econometrics, medical statistics, etc."--Jacket
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Geer, S. A. van de
Illustrations
illustrations
Index
index present
LC call number
  • QA278.8
  • QA278.8
LC item number
  • .G44 1999
  • .G44 2000
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Nonparametric statistics
  • Estimation theory
  • Limit theorems (Probability theory)
  • Limiettheorema's
  • Non-parametrische statistiek
  • Schattingstheorie
  • Estimation theory
  • Limit theorems (Probability theory)
  • Nonparametric statistics
  • Non-parametrische statistiek
  • Schattingstheorie
  • Limiettheorema's
  • Empirischer Prozess
  • Nichtparametrische Statistik
  • Schätztheorie
  • Empirischer Prozess
  • Nichtparametrische Statistik
  • Schätztheorie
Label
Applications of empirical process theory, Sara A. van de Geer
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [272]-278) and indexes
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. Notation and Definitions -- 3. Uniform Laws of Large Numbers -- 4. First Applications: Consistency -- 5. Increments of Empirical Processes -- 6. Central Limit Theorems -- 7. Rates of Convergence for Maximum Likelihood Estimators -- 8. The Non-I.I.D. Case -- 9. Rates of Convergence for Least Squares Estimators -- 10. Penalties and Sieves -- 11. Some Applications to Semiparametric Models -- 12. M-Estimators
Dimensions
27 cm.
Extent
xii, 286 pages
Isbn
9780521650021
Isbn Type
(hbk.)
Lccn
98050544
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
  • (OCoLC)40267450
  • (OCoLC)ocm40267450
Label
Applications of empirical process theory, Sara A. van de Geer
Publication
Bibliography note
Includes bibliographical references (p. [272]-278) and indexes
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. Notation and Definitions -- 3. Uniform Laws of Large Numbers -- 4. First Applications: Consistency -- 5. Increments of Empirical Processes -- 6. Central Limit Theorems -- 7. Rates of Convergence for Maximum Likelihood Estimators -- 8. The Non-I.I.D. Case -- 9. Rates of Convergence for Least Squares Estimators -- 10. Penalties and Sieves -- 11. Some Applications to Semiparametric Models -- 12. M-Estimators
Dimensions
27 cm.
Extent
xii, 286 pages
Isbn
9780521650021
Isbn Type
(hbk.)
Lccn
98050544
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
  • (OCoLC)40267450
  • (OCoLC)ocm40267450

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