Introduction to Empirical Processes and Semiparametric Inference

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Introduction to Empirical Processes and Semiparametric Inference
Περιγραφή: The goal of this book is to introduce statisticians, and other researchers with a background in mathematical statistics, to empirical processes and semiparametric inference. These powerful research techniques are surpr- ingly useful for studying large sample properties of statistical estimates from realistically complex models as well as for developing new and - proved approaches to statistical inference. This book is more of a textbook than a research monograph, although a number of new results are presented. The level of the book is more - troductory than the seminal work of van der Vaart and Wellner (1996). In fact, another purpose of this work is to help readers prepare for the mathematically advanced van der Vaart and Wellner text, as well as for the semiparametric inference work of Bickel, Klaassen, Ritov and We- ner (1997). These two books, along with Pollard (1990) and Chapters 19 and 25 of van der Vaart (1998), formulate a very complete and successful elucidation of modern empirical process methods. The present book owes much by the way of inspiration, concept, and notation to these previous works.What is perhaps new is the gradual—yetrigorous—anduni?ed way this book introduces the reader to the?eld.
Συγγραφείς: Michael R. Kosorok
Resource Type: eBook.
Θέματα: Estimation theory--Mathematical models--Case studies, Stochastic systems--Mathematical models--Case studies, Empiricism--Mathematical models--Case studies, Parameter estimation--Mathematical models--Case studies
Categories: MATHEMATICS / Probability & Statistics / General
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  Data: The goal of this book is to introduce statisticians, and other researchers with a background in mathematical statistics, to empirical processes and semiparametric inference. These powerful research techniques are surpr- ingly useful for studying large sample properties of statistical estimates from realistically complex models as well as for developing new and - proved approaches to statistical inference. This book is more of a textbook than a research monograph, although a number of new results are presented. The level of the book is more - troductory than the seminal work of van der Vaart and Wellner (1996). In fact, another purpose of this work is to help readers prepare for the mathematically advanced van der Vaart and Wellner text, as well as for the semiparametric inference work of Bickel, Klaassen, Ritov and We- ner (1997). These two books, along with Pollard (1990) and Chapters 19 and 25 of van der Vaart (1998), formulate a very complete and successful elucidation of modern empirical process methods. The present book owes much by the way of inspiration, concept, and notation to these previous works.What is perhaps new is the gradual—yetrigorous—anduni?ed way this book introduces the reader to the?eld.
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      – Code: eng
        Text: English
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      – SubjectFull: Estimation theory--Mathematical models--Case studies
        Type: general
      – SubjectFull: Stochastic systems--Mathematical models--Case studies
        Type: general
      – SubjectFull: Empiricism--Mathematical models--Case studies
        Type: general
      – SubjectFull: Parameter estimation--Mathematical models--Case studies
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      – TitleFull: Introduction to Empirical Processes and Semiparametric Inference
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              M: 01
              Type: published
              Y: 2008
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              M: 02
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              Value: 9781441925787
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          Titles:
            – TitleFull: Introduction to Empirical Processes and Semiparametric Inference
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