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Funct Estim Dens, Regress Model & Proces by Pons Odile

Funct Estim Dens, Regress Model & Proces

by Pons Odile
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Book cover type: Hardcover
  • ISBN13: 9789814343732
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 212
  • Original Price: USD 88.0
  • Language: English
  • Edition: N/A
  • Item Weight: 522 grams
  • BISAC Subject(s): Probability & Statistics / Regression Analysis

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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