商品詳細(参照) | Knowledge Worker

Empirical Processes in M-Estimation.(Cambridge Series in Statistical and Probabilistic Mathematics　6)　hardcover　350 p.

Geer, S. van de. 　著

絶版
価格 \-

発行年月	2000年01月
出版社／提供元	Cambridge University Press
出版国	イギリス
言語	英語
媒体	冊子
装丁	hardcover
ページ数／巻数	350 p.
ジャンル	洋書／理工学／数学／統計
ISBN	9780521650021
商品コード	0209905217
本の性格	実務向け
商品URL	https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0209905217

内容

Advanced text; estimation methods in statistics, e.g. least squares; lotsof examples; minimal abstraction.

Preface; Reading guide; 1. Introduction; 2. Notations and definitions;3. Uniform laws of large numbers; 4. First applications: consistency; 5.Increments of empirical processes; 6. Central limit theorems; 7. Rates ofconvergence for maximum likelihood estimators; 8. The non-i.i.d. case; 9.Rates of convergence for least squares estimators; 10. Penalties and sieves;11. Some applications to semi-parametric models; 12. M-estimators; Appendix;References; Author index; Subject index; List of symbols.