Cargando…
Functional Estimation For Density, Regression Models And Processes.
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.
| Clasificación: | Libro Electrónico |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
WSPC
2011.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000M 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn748215486 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr un|---uuuuu | ||
| 008 | 110823s2011 xx o 000 0 eng d | ||
| 040 | |a IDEBK |b eng |e pn |c IDEBK |d OCLCQ |d EBLCP |d MHW |d MEAUC |d DEBSZ |d OCLCQ |d ZCU |d OCLCQ |d MERUC |d ICG |d OCLCO |d OCLCF |d OCLCQ |d DKC |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 019 | |a 816858969 | ||
| 020 | |a 1283235048 | ||
| 020 | |a 9781283235044 | ||
| 020 | |a 9789814343749 | ||
| 020 | |a 9814343749 | ||
| 029 | 1 | |a AU@ |b 000052893959 | |
| 029 | 1 | |a DEBBG |b BV044161547 | |
| 029 | 1 | |a DEBSZ |b 39392274X | |
| 029 | 1 | |a DEBSZ |b 454996543 | |
| 035 | |a (OCoLC)748215486 |z (OCoLC)816858969 | ||
| 050 | 4 | |a QA276 | |
| 072 | 7 | |a PBT |2 bicssc | |
| 082 | 0 | 4 | |a 519.544 |
| 049 | |a UAMI | ||
| 245 | 0 | 0 | |a Functional Estimation For Density, Regression Models And Processes. |
| 260 | |b WSPC |c 2011. | ||
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a 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. | ||
| 505 | 0 | |a Preface; Contents; 1. Introduction; 1.1 Estimation of a density; 1.2 Estimation of a regression curve; 1.3 Estimation of functionals of processes; 1.4 Content of the book; 2. Kernel estimator of a density; 2.1 Introduction; 2.2 Risks and optimal bandwidths for the kernel estimator; 2.3 Weak convergence; 2.4 Minimax and histogram estimators; 2.5 Estimation of functionals of a density; 2.6 Density of absolutely continuous distributions; 2.7 Hellinger distance between a density and its estimator; 2.8 Estimation of the density under right-censoring. | |
| 505 | 8 | |a 2.9 Estimation of the density of left-censored variables2.10 Kernel estimator for the density of a process; 2.11 Exercises; 3. Kernel estimator of a regression function; 3.1 Introduction and notation; 3.2 Risks and convergence rates for the estimator; 3.3 Optimal bandwidths; 3.4 Weak convergence of the estimator; 3.5 Estimation of a regression curve by local polynomials; 3.6 Estimation in regression models with functional variance; 3.7 Estimation of the mode of a regression function; 3.8 Estimation of a regression function under censoring; 3.9 Proportional odds model. | |
| 505 | 8 | |a 3.10 Estimation for the regression function of processes3.11 Exercises; 4. Limits for the varying bandwidths estimators; 4.1 Introduction; 4.2 Estimation of densities; 4.3 Estimation of regression functions; 4.4 Estimation for processes; 4.5 Exercises; 5. Nonparametric estimation of quantiles; 5.1 Introduction; 5.2 Asymptotics for the quantile processes; 5.3 Bandwidth selection; 5.4 Estimation of the conditional density of Y given X; 5.5 Estimation of conditional quantiles for processes; 5.6 Inverse of a regression function; 5.7 Quantile function of right-censored variables. | |
| 505 | 8 | |a 5.8 Conditional quantiles with variable bandwidth5.9 Exercises; 6. Nonparametric estimation of intensities for stochastic processes; 6.1 Introduction; 6.2 Risks and convergences for estimators of the intensity; 6.2.1 Kernel estimator of the intensity; 6.2.2 Histogram estimator of the intensity; 6.3 Risks and convergences for multiplicative intensities; 6.3.1 Models with nonparametric regression functions; 6.3.2 Models with parametric regression functions; 6.4 Histograms for intensity and regression functions; 6.5 Estimation of the density of duration excess. | |
| 505 | 8 | |a 6.6 Estimators for processes on increasing intervals6.7 Models with varying intensity or regression coefficients; 6.8 Progressive censoring of a random time sequence; 6.9 Exercises; 7. Estimation in semi-parametric regression models; 7.1 Introduction; 7.2 Convergence of the estimators; 7.3 Nonparametric regression with a change of variables; 7.4 Exercises; 8. Diffusion processes; 8.1 Introduction; 8.2 Estimation for continuous diffusions by discretization; 8.3 Estimation for continuous diff usion processes; 8.4 Estimation of discretely observed diffusions with jumps. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Mathematical statistics. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Estimation theory. | |
| 650 | 6 | |a Économétrie. | |
| 650 | 6 | |a Théorie de l'estimation. | |
| 650 | 7 | |a Econometrics |2 fast | |
| 650 | 7 | |a Estimation theory |2 fast | |
| 650 | 7 | |a Mathematical statistics |2 fast | |
| 655 | 4 | |a Electronic resource. | |
| 720 | |a Pons Odile. | ||
| 758 | |i has work: |a Functional estimation for density, regression models and processes (Text) |1 https://id.oclc.org/worldcat/entity/E39PCH3pb3b3t4rhKJgKCQ4tqP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=840574 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL840574 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 323504 | ||
| 994 | |a 92 |b IZTAP | ||