Książka Functional Estimation For Density, Regression Models And Processes Odile Pons

Functional Estimation For Density, Regression Models And Processes

Autor: Odile Pons
Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
355.15
This book presents a unified approach on nonparametric estimators for models of independent observat...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2011
strony
212
EAN
9789814343732
ISBN
9814343730
Enbook ID
01231449
Waga
522
Wymiary
153 x 235 x 21

Pełny opis

This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book expounds on the construction of estimators for functionals of processes and densities, and provides asymptotic expansions and optimality properties from smooth estimators. It also presents new regular estimators for functionals of processes, compares histogram and kernel estimators of several new estimators for single-index models, and examines the weak convergence of the estimators.

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