Empirical Processes in M-Estimation
2000
First Published
4.67
Average Rating
299
Number of Pages
Part of Series
The theory of empirical processes provides valuable tools for the development of asymptotic theory in (nonparametric) statistical models, and makes it possible to give a unified treatment of various models. This book reveals the relation between the asymptotic behavior of M-estimators and the complexity of parameter space, using entropy as a measure of complexity, presenting tools and methods to analyze nonparametric, and in some cases, semiparametric methods. Graduate students and professionals in statistics, as well as those interested in applications, e.g. to econometrics, medical statistics, etc., will welcome this treatment.
Avg Rating
4.67
Number of Ratings
9
5 STARS
67%
4 STARS
33%
3 STARS
0%
2 STARS
0%
1 STARS
0%
goodreads
