Estimation in Semiparametric Models

Name: Estimation in Semiparametric Models
Brand: Springer-Verlag New York Inc.
SKU: 9780387972381
Price: 52.75 EUR
Availability: InStock

Some Recent Developments

Автор: Johann Pfanzagl

Език:

Корици: С меки корици

Издател: Springer-Verlag New York Inc.

Наличност: Външен склад

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Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P))...

Информация за книгата

Автор

Johann Pfanzagl

Език

Английски език

Корици

Книга - С меки корици

Издадена

1990

страници

112

EAN

9780387972381

ISBN

9780387972381

Enbook ID

06621627

Издател

Springer-Verlag New York Inc.

Теглоt

223

Размери

170 x 242 x 7

Пълно описание

Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. observations from P. Ifnothing is known about P, then the sample mean is certainly the best estimator one can think of. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx). There is an "intermediate" range, where we know something about the unknown probability measure P, but less than parametric theory takes for granted. Practical problems have always led statisticians to invent estimators for such intermediate models, but it usually remained open whether these estimators are nearly optimal or not. There was one exception: The case of "adaptivity", where a "nonparametric" estimate exists which is asymptotically optimal for any parametric submodel. The standard (and for a long time only) example of such a fortunate situation was the estimation of the center of symmetry for a distribution of unknown shape.

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Estimation in Semiparametric Models

Some Recent Developments

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също