This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book expounds on the construction of estimators for functionals of processes and densities, and provides asymptotic expansions and optimality properties from smooth estimators.It also presents new regular estimators for functionals of processes, compares histogram and kernel estimators, compares several new estimators for single-index models, and it examines the weak convergence of the estimators.
Cumpărați această carte electronică și primiți încă 1 GRATUIT!
Limba Engleză ● Format PDF ● Pagini 212 ● ISBN 9789814343749 ● Mărime fișier 4.3 MB ● Editura World Scientific Publishing Company ● Oraș Singapore ● Țară SG ● Publicat 2011 ● Descărcabil 24 luni ● Valută EUR ● ID 2713387 ● Protecție împotriva copiilor Adobe DRM
Necesită un cititor de ebook capabil de DRM