{"product_id":"mathematical-foundations-of-infinite-dimensional-statistical-evarist-gin-9781107043169","title":"Mathematical Foundations of Infinite-Dimensional Statistical Models","description":"In nonparametric and high-dimensional statistical models, the classical Gauss-Fisher-Le Cam theory of the optimality of maximum likelihood estimators and Bayesian posterior inference does not apply, and new foundations and ideas have been developed in the past several decades. This book gives a coherent account of the statistical theory in infinite-dimensional parameter spaces. The mathematical foundations include self-contained 'mini-courses' on the theory of Gaussian and empirical processes, on approximation and wavelet theory, and on the basic theory of function spaces. The theory of statistical inference in such models - hypothesis testing, estimation and confidence sets - is then presented within the minimax paradigm of decision theory. This includes the basic theory of convolution kernel and projection estimation, but also Bayesian nonparametrics and nonparametric maximum likelihood estimation. In a final chapter the theory of adaptive inference in nonparametric models is developed, including Lepski's method, wavelet thresholding, and adaptive inference for self-similar functions.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Evarist Giné, Richard Nickl\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1107043166\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781107043169\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/18\/2015\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 720\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 3.05lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 10.37h x 7.04w x 1.71d","brand":"Evarist Giné","offers":[{"title":"Hardcover","offer_id":43947744428287,"sku":"9781107043169","price":118.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_9945feba-9dd8-4a43-b528-d8d721c35f21.jpg?v=1681520542","url":"https:\/\/www.whiterainbookhouse.com\/products\/mathematical-foundations-of-infinite-dimensional-statistical-evarist-gin-9781107043169","provider":"WR Book House","version":"1.0","type":"link"}