Functional Estimation for Density, Regression Models and Processes - Softcover

Pons, Odile,

 
9789814343732: Functional Estimation for Density, Regression Models and Processes
Softcover
ISBN 10: 9814343730 ISBN 13: 9789814343732
Publisher: World Scientific Publishing Company, 2011

Synopsis

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, compares several new estimators for single-index models, and it examines the weak convergence of the estimators.

"synopsis" may belong to another edition of this title.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
World Scientific Publishing Company
Publication date
2011
Language
English
ISBN 10 
9814343730
ISBN 13 
9789814343732
Binding
Paperback
Number of pages
212