Functional Estimation for Density, Regression Models and Processes (Hardcover)

Functional Estimation for Density, Regression Models and Processes By Odile Pons Cover Image

Functional Estimation for Density, Regression Models and Processes (Hardcover)

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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.
Product Details ISBN: 9789814343732
ISBN-10: 9814343730
Publisher: World Scientific Publishing Company
Publication Date: June 30th, 2011
Pages: 212
Language: English