Functional estimation for density, regression models and processes

著者

• Pons, Odile

書誌事項

Functional estimation for density, regression models and processes

Odile Pons

World Scientific, c2011

• hbk.

注記

Includes bibliographical references and index.

内容説明・目次

内容説明

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.

目次

• Introduction
• Kernel Estimator of a Density
• Kernel Estimator of a Regression Function
• Limits for the Varying Bandwidths Estimators
• Nonparametric Estimation of Quantiles
• Nonparametric Estimation for Stochastic Processes
• Estimation in Semi-Parametric Regression Models
• Diffusions Processes
• Applications to Time Series.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BB05982150
• ISBN:
  • 9789814343732
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New Jersey ; London
• ページ数/冊数: ix , 199 p.
• 大きさ: 24 cm
• 分類:
  • DC22 : 519.5
• 件名:
  • LCSH : Nonparametric statistics