Skip to content

Empirical Processes in M-Estimation
Stock Photo: Cover May Be Different

Empirical Processes in M-Estimation Hardcover - 1999

by Sara A. Van De Geer


From the publisher

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.

First line

...where a motivation to study uniform laws of large numbers and central limit theorems is given.

Details

  • Title Empirical Processes in M-Estimation
  • Author Sara A. Van De Geer
  • Binding Hardcover
  • Pages 298
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Date November 1999
  • ISBN 9780521650021 / 052165002X
  • Weight 1.53 lbs (0.69 kg)
  • Dimensions 10.44 x 7.18 x 0.85 in (26.52 x 18.24 x 2.16 cm)
  • Library of Congress subjects Nonparametric statistics, Estimation theory
  • Library of Congress Catalog Number 8050544
  • Dewey Decimal Code 519.54