| Document Type
|
:
|
BL
|
| Record Number
|
:
|
587176
|
| Doc. No
|
:
|
b416395
|
| Main Entry
|
:
|
Korostelev, A. P., (Aleksandr Petrovich)
|
| Title & Author
|
:
|
Mathematical statistics : : asymptotic minimax theory /\ Alexander Korostelev, Olga Korosteleva
|
| Publication Statement
|
:
|
Providence, R.I. :: American Mathematical Society,, c2011
|
| Series Statement
|
:
|
Graduate studies in mathematics ;; v. 119
|
| Page. NO
|
:
|
x, 246 p. :: ill. ;; 24 cm
|
| ISBN
|
:
|
9780821852835 (alk. paper)
|
|
|
:
|
: 0821852833 (alk. paper)
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references (p. 239) and index
|
| Contents
|
:
|
Part 1. Parametric models: The Fisher efficiency -- The Bayes and minimaxity estimators -- Asymptotic minimaxity -- Some irregular statistical experiments -- Change-point problem -- Sequential estimators -- Linear parametric regression -- Part 2. Nonparametric regression: Estimation in nonparametric regression -- Local polynomial approximation of the regression function -- Estimation of regression in global norms -- Estimation by splines -- Asymptotic optimality in global norms -- Part 3. Estimation in nonparametric models: Estimation of functionals -- Dimension and structure in nonparametric regression -- Adaptive estimation -- Testing of nonparametric hypotheses
|
| Abstract
|
:
|
"This book is designed to bridge the gap between traditional textbooks in statistics and more advanced books that include the sophisticated nonparametric techniques. It covers topics in parametric and nonparametric large-sample estimation theory. The exposition is based on a collection of relatively simple statistical models. It gives a thorough mathematical analysis for each of them with all the rigorous proofs and explanations. The book also includes a number of helpful exercises."--Publisher's description
|
| Subject
|
:
|
Estimation theory
|
| Subject
|
:
|
Asymptotic efficiencies (Statistics)
|
| Subject
|
:
|
Statistical hypothesis testing
|
| Dewey Classification
|
:
|
519.5
|
| LC Classification
|
:
|
QA276.8.K667 2011
|
| Added Entry
|
:
|
Korosteleva, Olga
|