Introduction to Empirical Processes and Semiparametric Inference (eBook)

Michael R. Kosorok (Autor)

eBook Download: PDF

2007 | 2008
XIV, 485 Seiten
Springer New York (Verlag)
978-0-387-74978-5 (ISBN)

Infos

Kosorok's brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.

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The goal of this book is to introduce statisticians, and other researchers with a background in mathematical statistics, to empirical processes and semiparametric inference. These powerful research techniques are surpr- ingly useful for studying large sample properties of statistical estimates from realistically complex models as well as for developing new and - proved approaches to statistical inference. This book is more of a textbook than a research monograph, although a number of new results are presented. The level of the book is more - troductory than the seminal work of van der Vaart and Wellner (1996). In fact, another purpose of this work is to help readers prepare for the mathematically advanced van der Vaart and Wellner text, as well as for the semiparametric inference work of Bickel, Klaassen, Ritov and We- ner (1997). These two books, along with Pollard (1990) and Chapters 19 and 25 of van der Vaart (1998), formulate a very complete and successful elucidation of modern empirical process methods. The present book owes much by the way of inspiration, concept, and notation to these previous works.What is perhaps new is the gradual-yetrigorous-anduni?ed way this book introduces the reader to the ?eld.

Inhalt

Overview.- An Overview of Empirical Processes.- Overview of Semiparametric Inference.- Case Studies I.- Empirical Processes.- to Empirical Processes.- Preliminaries for Empirical Processes.- Stochastic Convergence.- Empirical Process Methods.- Entropy Calculations.- Bootstrapping Empirical Processes.- Additional Empirical Process Results.- The Functional Delta Method.- Z-Estimators.- M-Estimators.- Case Studies II.- Semiparametric Inference.- to Semiparametric Inference.- Preliminaries for Semiparametric Inference.- Semiparametric Models and Efficiency.- Efficient Inference for Finite-Dimensional Parameters.- Efficient Inference for Infinite-Dimensional Parameters.- Semiparametric M-Estimation.- Case Studies III.

Produkt-Details

• Erscheint lt. Verlag: 29.12.2007
• Reihe/Serie: Springer Series in Statistics
• Reihe/Serie: Springer Series in Statistics
• Zusatzinfo: XIV, 483 p.
• Verlagsort: New York
• Sprache: englisch
• Themenwelt: Geisteswissenschaften ► Philosophie ► Allgemeines / Lexika
• Themenwelt: Geisteswissenschaften ► Philosophie ► Geschichte der Philosophie
• Themenwelt: Geisteswissenschaften ► Philosophie ► Philosophie der Neuzeit
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: Asymptotic Statistics • Bootstrapping • Bootstrap theory • Distribution Theory • Empirical process • Estimator • Mathematical Statistics • Statistical efficiency
• ISBN-10: 0-387-74978-0 / 0387749780
• ISBN-13: 978-0-387-74978-5 / 9780387749785