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Odile Pons 
Functional Estimation For Density, Regression Models And Processes [PDF ebook] 

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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.

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Language English ● Format PDF ● Pages 212 ● ISBN 9789814343749 ● File size 4.3 MB ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 2011 ● Downloadable 24 months ● Currency EUR ● ID 2713387 ● Copy protection Adobe DRM
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