Empirical Processes in M-Estimation (English, Sara A. Van de Geer)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521123259
ISBN-10
0521123259
Author
Sara A. Van de Geer
About the Book
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, semiparam…
ISBN: 9780521123259
ISBN-13: 9780521123259
ISBN-10: 0521123259
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Product ID: isbn-9780521123259
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