TY  - BOOK
AU  - Geer, Sara van de
TI  - Empirical Processes in M-Estimation
SN  - 9780521123259
PY  - 2000///
CY  - New York
PB  - Cambridge University Press
KW  - Mathematics
KW  - Probabilities
KW  - Statistics
N2  - 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
ER  -