000 01370nam a2200217 4500
005 20250326154541.0
008 250326b |||||||| |||| 00| 0 eng d
020 _a9780521123259
037 _cTextual
040 _aRTL
_cRTL
084 _aX:(B2895) Q0
_qRTL
100 _aGeer, Sara van de
_9751506
245 _aEmpirical Processes in M-Estimation
260 _aNew York
_bCambridge University Press
_c2000
300 _axii, 286p.
_bIncludes appendix, references, symbol index, author index and subject index
520 _aThe 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
650 _aMathematics
650 _aProbabilities
650 _aStatistics
942 _2CC
_n0
_cTB
_hX:(B2895) Q0
999 _c1308211
_d1308211