Cambridge University Press
Empirical Processes in M-Estimation (English, Sara A. Van de Geer)
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Product Description
About the Book
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, semiparam…
ISBN: 9780521123259
Book Specifications
| ISBN-13 | 9780521123259 |
| ISBN-10 | 0521123259 |
| Publisher | Cambridge University Press |
| Category | Cambridge University Press |
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