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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 expounds on the construction of estimators fo...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
©2011.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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, compares several new estimators for single-index models, and it examines the weak convergence of the estimators. |
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| Descripción Física: | 1 online resource (ix, 199 pages) |
| Bibliografía: | Includes bibliographical references (pages 191-196) and index. |
| ISBN: | 9789814343749 9814343749 1283235048 9781283235044 9786613235046 6613235040 |