Entropy methods in statistical estimation:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Amsterdam
CWI
1998
|
| Series: | Centrum voor Wiskunde en Informatica <Amsterdam>: CWI Tract
125 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zugl.: Leiden, Univ., Diss., 1996 |
| Physical Description: | 120 S. |
| ISBN: | 9061964830 |
Staff View
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Record in the Search Index
| _version_ | 1804127494512574464 |
|---|---|
| adam_text | Contents
I Preliminaries 5
1 General introduction 7
2 Empirical process theory 15
2.1 Covering numbers 15
2.2 Gaussian processes 20
2.3 Subgaussian processes 21
2.4 Orlicz norms 24
2.5 Empirical processes 27
2.5.1 Maximal inequalities 28
2.5.2 Glivenko Cantelli classes 31
2.5.3 Donsker classes 31
II Finite dimensional problems 33
3 Estimating a parameter in Euclidean spaces 35
3.1 Introduction 35
3.2 Estimation equations 36
3.3 Minimization problems 47
III Regression analysis 57
4 Consistency 59
4.1 The envelope case 63
4.2 Main result 69
3
4.3 Some extensions 77
4.3.1 The heteroscedastic case 77
4.3.2 Sieves 79
4.3.3 Uniform consistency 80
5 Rates of convergence 85
5.1 Upper bounds 85
5.1.1 Proof of Theorem 5.1 88
5.2 Non subg^ussian disturbances 91
5.3 Lower bounds 95
5.4 Stochastic design 97
6 Some asymptotic distribution theory 103
6.1 A CLT for the empirical norm of the LSE 104
6.1.1 Proof of Theorem 6.1 107
6.2 Partial linear models 109
6.2.1 The model 109
6.2.2 Asymptotic normality 112
References 115
A
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| id | DE-604.BV012819602 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:34:15Z |
| institution | BVB |
| isbn | 9061964830 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008720611 |
| oclc_num | 40989048 |
| open_access_boolean | |
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| owner_facet | DE-824 DE-91G DE-BY-TUM |
| physical | 120 S. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | CWI |
| record_format | marc |
| series | Centrum voor Wiskunde en Informatica <Amsterdam>: CWI Tract |
| series2 | Centrum voor Wiskunde en Informatica <Amsterdam>: CWI Tract |
| spelling | Wegkamp, Marten H. Verfasser aut Entropy methods in statistical estimation M. H. Wegkamp Amsterdam CWI 1998 120 S. txt rdacontent n rdamedia nc rdacarrier Centrum voor Wiskunde en Informatica <Amsterdam>: CWI Tract 125 Zugl.: Leiden, Univ., Diss., 1996 Entropie (informatietheorie) gtt Parameters gtt Schattingstheorie gtt Statistiques ram Statistik Estimation theory Asymptotic theory Statistics (DE-588)4113937-9 Hochschulschrift gnd-content Centrum voor Wiskunde en Informatica <Amsterdam>: CWI Tract 125 (DE-604)BV001902011 125 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008720611&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Wegkamp, Marten H. Entropy methods in statistical estimation Centrum voor Wiskunde en Informatica <Amsterdam>: CWI Tract Entropie (informatietheorie) gtt Parameters gtt Schattingstheorie gtt Statistiques ram Statistik Estimation theory Asymptotic theory Statistics |
| subject_GND | (DE-588)4113937-9 |
| title | Entropy methods in statistical estimation |
| title_auth | Entropy methods in statistical estimation |
| title_exact_search | Entropy methods in statistical estimation |
| title_full | Entropy methods in statistical estimation M. H. Wegkamp |
| title_fullStr | Entropy methods in statistical estimation M. H. Wegkamp |
| title_full_unstemmed | Entropy methods in statistical estimation M. H. Wegkamp |
| title_short | Entropy methods in statistical estimation |
| title_sort | entropy methods in statistical estimation |
| topic | Entropie (informatietheorie) gtt Parameters gtt Schattingstheorie gtt Statistiques ram Statistik Estimation theory Asymptotic theory Statistics |
| topic_facet | Entropie (informatietheorie) Parameters Schattingstheorie Statistiques Statistik Estimation theory Asymptotic theory Statistics Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008720611&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV001902011 |
| work_keys_str_mv | AT wegkampmartenh entropymethodsinstatisticalestimation |