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

Functional Estimation For Density, Regression Models And Processes

Autor: Odile Pons
Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern
Expediem în 10-13 zile
460.12 lei
This book presents a unified approach on nonparametric estimators for models of independent observat...

Informații despre carte

Autor
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2011
Pagini
212
EAN
9789814343732
ISBN
9814343730
Enbook ID
01231449
Greutate
522
Dimensiuni
153 x 235 x 21

Descriere completă

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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