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| 020 | _a9780521123259 | ||
| 037 | _cTextual | ||
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_aRTL _cRTL |
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_aX:(B2895) Q0 _qRTL |
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| 100 |
_aGeer, Sara van de _9751506 |
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| 245 | _aEmpirical Processes in M-Estimation | ||
| 260 |
_aNew York _bCambridge University Press _c2000 |
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| 300 |
_axii, 286p. _bIncludes appendix, references, symbol index, author index and subject index |
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| 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 | ||
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_2CC _n0 _cTB _hX:(B2895) Q0 |
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_c1308211 _d1308211 |
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