Efficient and Adaptive Estimation for Semiparametric Models

Peter J. Bickel, Chris A.J. Klaassen, Ya'acov Ritov, Jon A. Wellner (Autoren)

Buch | Softcover

560 Seiten

1998 | 1998 ed.
Springer-Verlag New York Inc.
978-0-387-98473-5 (ISBN)

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This book is about estimation in situations where we believe we have enough knowledge to model some features of the data parametrically, but are unwilling to assume anything for other features. Such models have arisen in a wide variety of contexts in recent years, particularly in economics, epidemiology, and astronomy. The complicated structure of these models typically requires us to consider nonlinear estimation procedures which often can only be implemented algorithmically. The theory of these procedures is necessarily based on asymptotic approximations.

Introduction.- Asymptotic Inference for (Finite-Dimensional) Parametric Models.- Information Bounds for Euclidean Parameters in Infinite-Dimensional Models.- Euclidean Parameters: Further Examples.- Information Bounds for Infinite-Dimensional Parameters.- Infinite-Dimensional Parameters: Further Examples: Construction of Examples.

Zusatzinfo	XXII, 560 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-387-98473-9 / 0387984739
ISBN-13	978-0-387-98473-5 / 9780387984735
Zustand	Neuware