Empirical Processes in M-Estimation (Paperback)
Language: English
Published by Cambridge University Press, Cambridge, 2009
Series: Book 29 of 64 - Cambridge Series in Statistical and Probabilistic Mathematics
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 61.99
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Paperback. The theory of empirical processes provides valuable tools for the development of asymptotic theory in (nonparametric) statistical models, and makes possible 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. Graduate students and professionals in statistics as well as those with an interest in applications, to such areas as econometrics, medical statistics, etc., will welcome this treatment. This book deals with estimation methods in statistics, and treats various models in a unified way. Many illustrative examples are given, including the Grenander estimator, smoothing splines, partially linear models, mixture models and image analysis. Graduate students and professionals in statistics will welcome this treatment. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …
Seller Inventory # 9780521123259
- Title
- Empirical Processes in M-Estimation (Paperback)
- Author
- Sara A. van de Geer
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2009
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0521123259
- ISBN 13
- 9780521123259
- Series
- Book 29 of 64: Cambridge Series in Statistical and Probabilistic Mathematics
"Synopsis" may belong to another edition of this title.
Review
'... this excellent book will be extremely useful for graduate students and researchers in the general area of nonparametric estimation. It is a welcome addition to the existing literature and certainly recommended.' Niew Archief voor Wiskunde
"About the title" may belong to another edition of this title.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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