Title: Empirical Processes in M-Estimation (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 6)
Publisher: Cambridge University Press
Publication Date: 2009
Language: English
ISBN 10: 0521123259
ISBN 13: 9780521123259
Binding: Soft cover
Condition: New

About this title

Synopsis

The theory of empirical processes provides valuable tools for the development of asymptotic theory in (nonparametric) statistical models, and makes it possible to give a unified treatment of various models. This book reveals the relation between the asymptotic behavior of M-estimators and the complexity of parameter space, using entropy as a measure of complexity, presenting tools and methods to analyze nonparametric, and in some cases, semiparametric methods. Graduate students and professionals in statistics, as well as those interested in applications, e.g. to econometrics, medical statistics, etc., will welcome this treatment.

Review

'... well written and provides a modern contribution to a very important class of nonparametric estimators.' N. D. C. Veraverbeke, Publication of the International Statistical Institute

'... 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

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