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Focusing on nonparametric estimators, the book explores models of independent observations, jump processes, and continuous processes. It introduces new estimators and analyzes their limiting behavior, emphasizing practical applications in constructing estimators for functionals and densities. The text includes asymptotic expansions and optimality properties of smooth estimators, compares histogram and kernel estimators for single-index models, and investigates the weak convergence of the proposed estimators, offering a comprehensive resource for statistical analysis.
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FUNCT ESTIM DENS, REGRESS MODEL & PROCES, Odile Pons
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- Pubblicato
- 2011
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