Functional Estimation For Density, Regression Models And Processes
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€92.99
Regular price
€93.99
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Sale price
€92.99
A01=Odile Pons
Age Group_Uncategorized
Age Group_Uncategorized
Author_Odile Pons
Auto-Regressive Diffusion
automatic-update
Bias
Category1=Non-Fiction
Category=PBT
Category=PBU
Category=PBW
Censoring
Continuous Observations
COP=Singapore
Delivery_Delivery within 10-20 working days
Density
Diffusion Process
Discrete Observations
eq_isMigrated=0
eq_isMigrated=2
eq_nobargain
Ergodicity
Expansions
Frailty Model
Intensity
Kernel Estimator
Language_English
Lp Risk
Martingale
Minimax
Multidimensional Variables
Nonparametric
Optimal Bandwidth
PA=Available
Periodic Intensity
Point Process
Price_€50 to €100
PS=Active
Quantiles
Regression Function
Semi-Parametric Models
Single-Index Regression Model
softlaunch
Spatial Diffusion
Stochastic Process
Stochastic Volatility
Time Dependent Diffusion
Time Series
Truncation
Variance
Weak Convergence
Product details
- ISBN 9789811272837
- Publication Date: 13 Oct 2023
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
- Language: English
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Nonparametric kernel estimators apply to the statistical analysis of independent or dependent sequences of random variables and for samples of continuous or discrete processes. The optimization of these procedures is based on the choice of a bandwidth that minimizes an estimation error and the weak convergence of the estimators is proved. This book introduces new mathematical results on statistical methods for the density and regression functions presented in the mathematical literature and for functions defining more complex models such as the models for the intensity of point processes, for the drift and variance of auto-regressive diffusions and the single-index regression models.This second edition presents minimax properties with Lp risks, for a real p larger than one, and optimal convergence results for new kernel estimators of function defining processes: models for multidimensional variables, periodic intensities, estimators of the distribution functions of censored and truncated variables, estimation in frailty models, estimators for time dependent diffusions, for spatial diffusions and for diffusions with stochastic volatility.
