Book Description
Advanced text; estimation methods in statistics, e.g. least squares; lots of examples; minimal abstraction.
Author : Sara A. Geer
Publisher : Cambridge University Press
Page : 302 pages
File Size : 24,82 MB
Release : 2000-01-28
Category : Business & Economics
ISBN : 9780521650021
Advanced text; estimation methods in statistics, e.g. least squares; lots of examples; minimal abstraction.
Author : Michael R. Kosorok
Publisher : Springer Science & Business Media
Page : 482 pages
File Size : 48,7 MB
Release : 2007-12-29
Category : Mathematics
ISBN : 0387749780
Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
Author : Eustasio Del Barrio
Publisher : Transaction Publishers
Page : 268 pages
File Size : 26,75 MB
Release : 2007
Category : Mathematics
ISBN : 9783037190272
Author : David Pollard
Publisher : IMS
Page : 100 pages
File Size : 34,76 MB
Release : 1990
Category : Distribution (Probability theory).
ISBN : 9780940600164
Author : Herold Dehling
Publisher : Springer Science & Business Media
Page : 378 pages
File Size : 23,29 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 1461200997
Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,
Author : A. W. van der Vaart
Publisher : Cambridge University Press
Page : 470 pages
File Size : 39,47 MB
Release : 2000-06-19
Category : Mathematics
ISBN : 9780521784504
This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master s level statistics text, this book will also give researchers an overview of the latest research in asymptotic statistics.
Author : Vladimir Koltchinskii
Publisher : Springer
Page : 259 pages
File Size : 20,18 MB
Release : 2011-07-29
Category : Mathematics
ISBN : 3642221475
The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. In recent years, there have been new developments in this area motivated by the study of new classes of methods in machine learning such as large margin classification methods (boosting, kernel machines). The main probabilistic tools involved in the analysis of these problems are concentration and deviation inequalities by Talagrand along with other methods of empirical processes theory (symmetrization inequalities, contraction inequality for Rademacher sums, entropy and generic chaining bounds). Sparse recovery based on l_1-type penalization and low rank matrix recovery based on the nuclear norm penalization are other active areas of research, where the main problems can be stated in the framework of penalized empirical risk minimization, and concentration inequalities and empirical processes tools have proved to be very useful.
Author : Art B. Owen
Publisher : CRC Press
Page : 322 pages
File Size : 49,35 MB
Release : 2001-05-18
Category : Mathematics
ISBN : 1420036157
Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It al
Author : Mehmet Caner
Publisher :
Page : pages
File Size : 26,61 MB
Release : 1999
Category :
ISBN :
Author : Martin J. Wainwright
Publisher : Cambridge University Press
Page : 571 pages
File Size : 32,73 MB
Release : 2019-02-21
Category : Business & Economics
ISBN : 1108498027
A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.