Statistical Estimation: Asymptotic Theory - Softcover

Ibragimov, I.A.; Has'minskii, R.Z.

 
9781489900289: Statistical Estimation: Asymptotic Theory

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Synopsis

Basic Notation.- The Problem of Statistical Estimation.- Local Asymptotic Normality of Families of Distributions.- Properties of Estimators in the Regular Case.- Some Applications to Nonparametric Estimation.- Independent Identically Distributed Observations. Densities with Jumps.- Independent Identically Distributed Observations. Classification of Singularities.- Several Estimation Problems in a Gaussian White Noise.

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