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Empirical Processes in M-Estimation

Empirical Processes in M-Estimation

Paperback

Series: Cambridge Statistical and Probabilistic Mathematics, Book 6

Probability & Statistics

ISBN10: 0521123259
ISBN13: 9780521123259
Publisher: Cambridge
Published: Nov 19 2009
Pages: 300
Weight: 1.15
Height: 0.63 Width: 7.00 Depth: 10.00
Language: English
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, semiparametric methods. Graduate students and professionals in statistics, as well as those interested in applications, e.g. to econometrics, medical statistics, etc., will welcome this treatment.

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