Empirical Processes in M-Estimation (Paperback) (ISBN-13: 9780521123259)

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, semiparametric methods. Graduate students and professionals in statistics, as well as those interested in applications, e.g. to econometrics, medical statistics, etc., will welcome this treatment.

Author: Sara A. Van de Geer
ISBN-10: 0521123259
ISBN-13: 9780521123259
Publisher: Cambridge University Press
Language: English
Published: 11/19/2009
Pages: 300
Format: Paperback
Weight: 1.15lbs
Size: 10.00h x 7.00w x 0.63d