Estimation in Semiparametric Models

Name: Estimation in Semiparametric Models
Brand: Springer-Verlag New York Inc.
SKU: 9780387972381
Price: 50.13 EUR
Availability: InStock

Some Recent Developments

Autor: Johann Pfanzagl

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag New York Inc.

Dostupnosť: Skladom u dodávateľa

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Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P))...

Informácie o knihe

Autor

Johann Pfanzagl

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

1990

Stránok

112

EAN

9780387972381

ISBN

9780387972381

Enbook ID

06621627

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

223

Rozmery

170 x 242 x 7

Kompletný popis

Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. observations from P. Ifnothing is known about P, then the sample mean is certainly the best estimator one can think of. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx). There is an "intermediate" range, where we know something about the unknown probability measure P, but less than parametric theory takes for granted. Practical problems have always led statisticians to invent estimators for such intermediate models, but it usually remained open whether these estimators are nearly optimal or not. There was one exception: The case of "adaptivity", where a "nonparametric" estimate exists which is asymptotically optimal for any parametric submodel. The standard (and for a long time only) example of such a fortunate situation was the estimation of the center of symmetry for a distribution of unknown shape.

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Estimation in Semiparametric Models

Some Recent Developments

Informácie o knihe

Kompletný popis

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Zákazníci, ktorí si kúpili túto knihu, kúpili tiež