Functional Estimation for Density, Regression Models and Processes

Odile Pons

ISBN 10: 9814343730 / ISBN 13: 9789814343732

Published by World Scientific Publishing Company, Incorporated, 2011

About this Item

pp. 212.

Seller Inventory # 262421383

Bibliographic Details

• Title: Functional Estimation for Density, Regression Models and Processes
• Publisher: World Scientific Publishing Company, Incorporated
• Publication Date: 2011
• Language: English
• ISBN 10: 9814343730
• ISBN 13: 9789814343732
• Binding: Soft cover
• Condition: New

About this title

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.

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.