Recently Viewed

New

Estimation in Semiparametric Models: Some Recent Developments by Johann Pfanzagl 9780387972381

No reviews yet Write a Review
Booksplease Price: £45.92

  Bookmarks: Included free with every order
  Delivery: We ship to over 200 countries from the UK
  Range: Millions of books available
  Reviews: Booksplease rated "Excellent" on Trustpilot

  FREE UK DELIVERY: When You Buy 3 or More Books - Use code: FREEUKDELIVERY in your cart!

SKU:
9780387972381
MPN:
9780387972381
Available from Booksplease!
Global delivery available
Global delivery available
Global delivery available
Global delivery available
Global delivery available
Availability: Usually dispatched within 4 working days

Frequently Bought Together:

Total: Inc. VAT
Total: Ex. VAT

Description

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.

Book Information
ISBN 9780387972381
Author Johann Pfanzagl
Format Paperback
Page Count 112
Imprint Springer-Verlag New York Inc.
Publisher Springer-Verlag New York Inc.
Weight(grams) 223g

Reviews

No reviews yet Write a Review

Booksplease  Reviews