Empirical Processes in M-Estimation
Edition: First edition
Series: Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 6
Publisher: University of Cambridge ESOL Examinations
Published: 2009
Place of publication: New York, USA
Language: eng
Format: Paperback; Hardcover
Number of pages: 300
ISBN-13: 9780521123259
Copyright date: ©2009
Subjects: Estimation theory
Other titles: Applications of empirical process theory
First sentence: ...where a motivation to study uniform laws of large number and central limit theorems is given.
Notes: Includes bibliographical references and indexes.
Table of contents: title: - Preface;; title: - Reading guide;; title: - 1. Introduction;; title: - 2. Notations and definitions;; title: - 3. Uniform laws of large numbers;; title: - 4. First applications: consistency;; title: - 5. Increments of empirical processes;; title: - 6. Central limit theorems;; title: - 7. Rates of convergence for maximum likelihood estimators;; title: - 8. The non-i.i.d. case;; title: - 9. Rates of convergence for least squares estimators;; title: - 10. Penalties and sieves;; title: - 11. Some applications to semi-parametric models;; title: - 12. M-estimators;; title: - Appendix;; title: - References;; title: - Author index;; title: - Subject index;; title: - List of symbols.