Functional Estimation For Density, Regression Models And Processes

READABOOK BY ALKEM Verified independent store

→

This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and th eir 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.Format: HardcoverNo of Pages: 212Imprint: World ScientificPublication date: 20110322 Show more