The Resource Mathematical statistics : asymptotic minimax theory, Alexander Korostelev, Olga Korosteleva

Mathematical statistics : asymptotic minimax theory, Alexander Korostelev, Olga Korosteleva

Label
Mathematical statistics : asymptotic minimax theory
Title
Mathematical statistics
Title remainder
asymptotic minimax theory
Statement of responsibility
Alexander Korostelev, Olga Korosteleva
Creator
Contributor
Subject
Language
eng
Summary
"This book is designed to bridge the gap between traditional textbooks in statistics and more advanced books that include the sophisticated nonparametric techniques. It covers topics in parametric and nonparametric large-sample estimation theory. The exposition is based on a collection of relatively simple statistical models. It gives a thorough mathematical analysis for each of them with all the rigorous proofs and explanations. The book also includes a number of helpful exercises."--Publisher's description
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Korostelev, A. P.
Illustrations
illustrations
Index
index present
LC call number
QA276.8
LC item number
.K667 2011
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Korosteleva, Olga
Series statement
Graduate studies in mathematics
Series volume
v. 119
http://library.link/vocab/subjectName
  • Estimation theory
  • Asymptotic efficiencies (Statistics)
  • Statistical hypothesis testing
  • Asymptotic efficiencies (Statistics)
  • Estimation theory
  • Statistical hypothesis testing
  • Asymptotik
  • Minimax-Theorem
  • Statistik
  • Statistics
  • Statistics
  • Statistics
  • Statistics
  • Statistics
  • Statistics
  • Asymptotik
  • Minimax-Theorem
  • Statistik
Label
Mathematical statistics : asymptotic minimax theory, Alexander Korostelev, Olga Korosteleva
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 239) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Part 1. Parametric models: The Fisher efficiency -- The Bayes and minimaxity estimators -- Asymptotic minimaxity -- Some irregular statistical experiments -- Change-point problem -- Sequential estimators -- Linear parametric regression -- Part 2. Nonparametric regression: Estimation in nonparametric regression -- Local polynomial approximation of the regression function -- Estimation of regression in global norms -- Estimation by splines -- Asymptotic optimality in global norms -- Part 3. Estimation in nonparametric models: Estimation of functionals -- Dimension and structure in nonparametric regression -- Adaptive estimation -- Testing of nonparametric hypotheses
Dimensions
24 cm.
Extent
x, 246 pages
Isbn
9780821852835
Isbn Type
(alk. paper)
Lccn
2010037408
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)662154751
  • (OCoLC)ocn662154751
Label
Mathematical statistics : asymptotic minimax theory, Alexander Korostelev, Olga Korosteleva
Publication
Bibliography note
Includes bibliographical references (p. 239) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Part 1. Parametric models: The Fisher efficiency -- The Bayes and minimaxity estimators -- Asymptotic minimaxity -- Some irregular statistical experiments -- Change-point problem -- Sequential estimators -- Linear parametric regression -- Part 2. Nonparametric regression: Estimation in nonparametric regression -- Local polynomial approximation of the regression function -- Estimation of regression in global norms -- Estimation by splines -- Asymptotic optimality in global norms -- Part 3. Estimation in nonparametric models: Estimation of functionals -- Dimension and structure in nonparametric regression -- Adaptive estimation -- Testing of nonparametric hypotheses
Dimensions
24 cm.
Extent
x, 246 pages
Isbn
9780821852835
Isbn Type
(alk. paper)
Lccn
2010037408
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)662154751
  • (OCoLC)ocn662154751

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