Kniha Functional Estimation For Density, Regression Models And Processes Odile Pons

Functional Estimation For Density, Regression Models And Processes

Autor: Odile Pons
Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
83.89
This book presents a unified approach on nonparametric estimators for models of independent observat...

Informácie o knihe

Autor
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2011
Stránok
212
EAN
9789814343732
ISBN
9814343730
Enbook ID
01231449
Hmotnosť
522
Rozmery
153 x 235 x 21

Kompletný popis

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.

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