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Functional Estimation For Density, Regression Models And Processes

Name: Functional Estimation For Density, Regression Models And Processes
Brand: World Scientific Publishing Co Pte Ltd
SKU: 01231449
Price: 88.87 EUR
Availability: InStock
Author: Odile Pons
ISBN: 9789814343732

Odile Pons

Jezik

Angleščina

Knjiga Trda

Koda Libristo: 01231449

Založba World Scientific Publishing Co Pte Ltd, marec 2011

This book presents a unified approach on nonparametric estimators for models of independent observat... Celoten opis

Koda Libristo: 01231449

215 b

88.87 €

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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.