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Empirical Processes in M-Estimation

By: Material type: TextPublication details: New York Cambridge University Press 2000Description: xii, 286p. Includes appendix, references, symbol index, author index and subject indexISBN:
  • 9780521123259
Subject(s): Other classification:
  • X:(B2895) Q0
Summary: The theory of empirical processes provides valuable tools for the development of asymptotic theory in (nonparametric) statistical models, and makes possible the unified treatment of a number of them. This book reveals the relation between the asymptotic behaviour of M-estimators and the complexity of parameter space. Virtually all results are proved using only elementary ideas developed within the book; there is minimal recourse to abstract theoretical results. To make the results concrete, a detailed treatment is presented for two important examples of M-estimation, namely maximum likelihood and least squares. The theory also covers estimation methods using penalties and sieves
Item type: Textbook
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Textbook Ratan Tata Library Ratan Tata Library X:(B2895) Q0 (Browse shelf(Opens below)) Available RT1528382

The theory of empirical processes provides valuable tools for the development of asymptotic theory in (nonparametric) statistical models, and makes possible the unified treatment of a number of them. This book reveals the relation between the asymptotic behaviour of M-estimators and the complexity of parameter space. Virtually all results are proved using only elementary ideas developed within the book; there is minimal recourse to abstract theoretical results. To make the results concrete, a detailed treatment is presented for two important examples of M-estimation, namely maximum likelihood and least squares. The theory also covers estimation methods using penalties and sieves

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