Frontiers in statistics: dedicated to Peter John Bickel in honor of his 65th birthday
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| Format: | Book |
|---|---|
| Language: | English |
| Published: |
London
Imperial College Press
2006
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XVII, 523 S. Ill., graph. Darst. |
| ISBN: | 9781860946981 1860946984 |
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Record in the Search Index
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} - * STATISTICS HUE UV /LIHKH RTLS 6J/IY LBTRI EDITORS JIANQING FAN
PRINCETON UNIVERSITY, USA HIRA L KOUL MICHIGAN STATE UNIVERSITY, USA V
IMPERIAL COLLEGE PRESS CONTENTS 1. OUR STEPS ON THE BICKEL WAY KJELL
DOKSUM AND YA ACOV RITOV 1 1.1 INTRODUCTION 1 1.2 DOING WELL AT A POINT
AND BEYOND 2 1.3 ROBUSTNESS, TRANSFORMATIONS, ORACLE-FREE INFERENCE, AND
STABLE PARAMETERS 4 1.4 DISTRIBUTION FREE TESTS, HIGHER ORDER
EXPANSIONS, AND CHAL- LENGING PROJECTS 4 1.5 FROM ADAPTIVE ESTIMATION TO
SEMIPARAMETRIC MODELS 5 1.6 HIDDEN MARKOV MODELS 6 1.7 NON- AND
SEMI-PARAMETRIC TESTING 7 1.8 THE ROAD TO REAL LIFE 8 REFERENCES 8
BICKEL S PUBLICATION 11 PART I. SEMIPARAMETRIC MODELING 2.
SEMIPARAMETRIC MODELS: A REVIEW OF PROGRESS SINCE BKRW (1993) JON A.
WELLNER, CHRIS A. J. KLAASSEN AND YA ACOV RITOV 25 2.1 INTRODUCTION 25
2.2 MISSING DATA MODELS 28 2.3 TESTING AND PROFILE LIKELIHOOD THEORY 28
2.4 SEMIPARAMETRIC MIXTURE MODEL THEORY 29 2.5 RATES OF CONVERGENCE VIA
EMPIRICAL PROCESS METHODS 30 2.6 BAYES METHODS AND THEORY 30 2.7 MODEL
SELECTION METHODS 31 2.8 EMPIRICAL LIKELIHOOD 32 2.9 TRANSFORMATION AND
FRAILTY MODELS 32 2.10 SEMIPARAMETRIC REGRESSION MODELS 33 XI XII
CONTENTS 2.11 EXTENSIONS TO NON-I.I.D. DATA 34 2.12 CRITIQUES AND
POSSIBLE ALTERNATIVE THEORIES 35 REFERENCES 36 3. EFFICIENT ESTIMATOR
FOR TIME SERIES ANTON SCHICK AND WOLFGANG WEFELMEYER 45 3.1 INTRODUCTION
45 3.2 CHARACTERIZATION OF EFFICIENT ESTIMATORS 47 3.3 AUTOREGRESSION
PARAMETER 50 3.4 INNOVATION DISTRIBUTION 52 3.5 INNOVATION DENSITY 54
3.6 CONDITIONAL EXPECTATION 55 3.7 STATIONARY DISTRIBUTION 57 3.8
STATIONARY DENSITY 58 3.9 TRANSITION DENSITY 59 REFERENCES 60 4. ON THE
EFFLCIENCY OF ESTIMATION FOR A SINGLE-INDEX MODEL YINGCUN XIA AND HOWELL
TONG 63 4.1 INTRODUCTION 63 4.2 ESTIMATION VIA OUTER PRODUCT OF
GRADIENTS 66 4.3 GLOBAL MINIMIZATION ESTIMATION METHODS 68 4.4 SLICED
INVERSE REGRESSION METHOD 70 4.5 ASYMPTOTIC DISTRIBUTIONS 71 4.6
COMPARISONS IN SOME SPECIAL CASES 73 4.7 PROOFS OF THE THEOREMS 74
REFERENCES 84 5. ESTIMATING FUNCTION BASED CROSS-VALIDATION M.J. VAN DER
LAAN AND DAN RUBIN 87 5.1 INTRODUCTION 87 5.2 ESTIMATING FUNCTION BASED
CROSS-VALIDATION 90 5.3 SOME EXAMPLES 95 5.4 GENERAL FINITE SAMPLE
RESULT 101 5.5 APPENDIX 105 REFERENCES 108 PART II. NONPARAMETRIC
METHODS 6. POWERFUL CHOICES: TUNING PARAMETER SELECTION BASED ON POWER
KJELL DOKSUM AND CHAD SCHAFER 113 6.1 INTRODUCTION: LOCAL TESTING AND
ASYMPTOTIC POWER 114 CONTENTS XIII 6.2 MAXIMIZING ASYMPTOTIC POWER 116
6.3 EXAMPLES 129 6.4 APPENDIX 134 REFERENCES 139 7. NONPARAMETRIC
ASSESSMENT OF ATYPICALITY PETER HALL AND JIM W. KAY 143 7.1 INTRODUCTION
144 7.2 ESTIMATING ATYPICALITY 145 7.3 THEORETICAL PROPERTIES 148 7.4
NUMERICAL PROPERTIES 151 7.5 OUTLINE OF PROOF OF THEOREM 7.1 157
REFERENCES 160 8. SELECTIVE REVIEW ON WAVELETS IN STATISTICS YAZHEN WANG
163 8.1 INTRODUCTION 163 8.2 WAVELETS 164 8.3 NONPARAMETRIC REGRESSION
166 8.4 INVERSE PROBLEMS 172 8.5 CHANGE-POINTS 174 8.6 LOCAL
SELF-SIMILARITY AND NON-STATIONARY STOCHASTIC PROCESS . . . 176 8.7
BEYOND WAVELETS 179 REFERENCES 179 9. MODEL DIAGNOSTICS VIA MARTINGALE
TRANSFORMS: A BRIEF REVIEW HIRA L. KOUL 183 9.1 INTRODUCTION 183 9.2
LACK-OF-6T TESTS 197 9.3 CENSORING 201 9.4 KHAMALADZE TRANSFORM OR
BOOTSTRAP 202 REFERENCES 203 PART III. STATISTICAL LEARNING AND
BOOTSTRAP 10. BOOSTING ALGORITHMS: WITH AN APPLICATION TO BOOTSTRAPPING
MULTIVARIATE TIME SERIES PETER BUEHLMANN AND ROMAN W. LUTZ 209 10.1
INTRODUCTION 209 10.2 BOOSTING AND FUNCTIONAL GRADIENT DESCENT 211 10.3
L2-BOOSTING FOR HIGH-DIMENSIONAL MULTIVARIATE REGRESSION . . . 217 XIV
CONTENTS 10.4 Z/2-BOOSTING FOR MULTIVARIATE LINEAR TIME SERIES 222
REFERENCES 229 11. BOOTSTRAP METHODS: A REVIEW S. N. LAHIRI 231 11.1
INTRODUCTION 231 11.2 BOOTSTRAP FOR I.I.D DATA 233 11.3 MODEL BASED
BOOTSTRAP 238 11.4 BLOCK BOOTSTRAP 240 11.5 SIEVE BOOTSTRAP 243 11.6
TRANSFORMATION BASED BOOTSTRAP 244 11.7 BOOTSTRAP FOR MARKOV PROCESSES
245 11.8 BOOTSTRAP UNDER LONG RANGE DEPENDENCE 246 11.9 BOOTSTRAP FOR
SPATIAL DATA 248 REFERENCES 250 12. AN EXPANSION FOR A DISCRETE
NON-LATTICE DISTRIBUTION FRIEDRICH GOETZE AND WILLEM R. VAN ZWET 257 12.1
INTRODUCTION 257 12.2 PROOF OF THEOREM 12.1 262 12.3 EVALUATION OF THE
OSCILLATORY TERM 271 REFERENCES 273 PART IV. LONGITUDINAL DATA ANALYSIS
13. AN OVERVIEW ON NONPARAMETRIC AND SEMIPARAMETRIC TECHNIQUES FOR
LONGITUDINAL DATA JIANQING FAN AND RUNZE LI 277 13.1 INTRODUCTION 277
13.2 NONPARAMETRIC MODEL WITH A SINGLE COVARIATE 279 13.3 PARTIALLY
LINEAR MODELS 283 13.4 VARYING-COEFFICIENT MODELS 291 13.5 AN
ILLUSTRATION 293 13.6 GENERALIZATIONS 294 13.7 ESTIMATION OF COVARIANCE
MATRIX 296 REFERENCES 299 14. REGRESSING LONGITUDINAL RESPONSE
TRAJECTORIES ON A COVARIATE HANS-GEORG MUELLER AND FANG YAO 305 14.1
INTRODUCTION AND REVIEW 305 14.2 THE FUNCTIONAL APPROACH TO LONGITUDINAL
RESPONSES 311 14.3 PREDICTING LONGITUDINAL TRAJECTORIES FROM A COVARIATE
313 CONTENTS XV 14.4 ILLUSTRATIONS 316 REFERENCES 321 PART V. STATISTICS
IN SCIENCE AND TECHNOLOGY 15. STATISTICAL PHYSICS AND STATISTICAL
COMPUTING: A CRITICAL LINK JAMES D. SERVIDEA AND XIAO-LI MENG 327 15.1
MCMC REVOLUTION AND CROSS-FERTILIZATION 328 15.2 THE ISING MODEL 328
15.3 THE SWENDSEN-WANG ALGORITHM AND CRITICALITY 329 15.4 INSTANTANEOUS
HELLINGER DISTANCE AND HEAT CAPACITY 331 15.5 A BRIEF OVERVIEW OF
PERFECT SAMPLING 334 15.6 HUBER S BOUNDING CHAIN ALGORITHM 336 15.7
APPROXIMATING CRITICALITY VIA COUPLING TIME 340 15.8 A SPECULATION 342
REFERENCES 343 16. NETWORK TOMOGRAPHY: A REVIEW AND RECENT DEVELOPMENTS
EARL LAWRENCE, GEORGE MICHAILIDIS, VIJAYAN N. NAIR AND BOWEI XI . . .
345 16.1 INTRODUCTION 346 16.2 PASSIVE TOMOGRAPHY 348 16.3 ACTIVE
TOMOGRAPHY 352 16.4 AN APPLICATION 359 16.5 CONCLUDING REMARKS 363
REFERENCES 364 PART VI. FINANCIAL ECONOMETRICS 17. LIKELIHOOD INFERENCE
FOR DIFFUSIONS: A SURVEY YACINE AIT-SAHALIA 369 17.1 INTRODUCTION 369
17.2 THE UNIVARIATE CASE 371 17.3 MULTIVARIATE LIKELIHOOD EXPANSIONS 378
17.4 CONNECTION TO SADDLEPOINT APPROXIMATIONS 383 17.5 AN EXAMPLE WITH
NONLINEAR DRIFT AND DIFFUSION SPECIFICATIONS . 386 17.6 AN EXAMPLE WITH
STOCHASTIC VOLATILITY 389 17.7 INFERENCE WHEN THE STATE IS PARTIALLY
OBSERVED 391 17.8 APPLICATION TO SPECIFICATION TESTING 399 XVI CONTENTS
17.9 DERIVATIVE PRICING APPLICATIONS 400 17.10 LIKELIHOOD INFERENCE FOR
DIFFUSIONS UNDER NONSTATIONARITY . . . . 401 REFERENCES 402 18.
NONPARAMETRIC ESTIMATION OF PRODUCTION EFFICIENCY BYEONG U. PARK,
SEOK-OH JEONG, AND YOUNG KYUNG LEE 407 18.1 THE FRONTIER MODEL 407 18.2
ENVELOPE ESTIMATORS 409 18.3 ORDER-M ESTIMATORS 417 18.4 CONDITIONAL
FRONTIER MODELS 421 18.5 OUTLOOK 423 REFERENCES 424 PART VII. PARAMETRIC
TECHNIQUES AND INFERENCES 19. CONVERGENCE AND CONSISTENCY OF NEWTON S
ALGORITHM FOR ESTIMATING MIXING DISTRIBUTION JAYANTA K. GHOSH AND SURYA
T. TOKDAR 429 19.1 INTRODUCTION 429 19.2 NEWTON S ESTIMATE OF MIXING
DISTRIBUTIONS 431 19.3 REVIEW OF NEWTON S RESULT ON CONVERGENCE 432 19.4
CONVERGENCE RESULTS 433 19.5 OTHER RESULTS 438 19.6 SIMULATION 440
REFERENCES 442 20. MIXED MODELS: AN OVERVIEW JIMING JIANG AND ZHIYU GE
445 20.1 INTRODUCTION 445 20.2 LINEAR MIXED MODELS 446 20.3 GENERALIZED
LINEAR MIXED MODELS 450 20.4 NONLINEAR MIXED EFFECTS MODELS 455
REFERENCES 460 21. ROBUST LOCATION AND SCATTER ESTIMATORS IN
MULTIVARIATE ANALYSIS YIJUN ZUO 467 21.1 INTRODUCTION 467 21.2
ROBUSTNESS CRITERIA 469 21.3 ROBUST MULTIVARIATE LOCATION AND SCATTER
ESTIMATORS 473 21.4 APPLICATIONS 481 CONTENTS XVII 21.5 CONCLUSIONS AND
FUTURE WORKS 484 REFERENCES 485 22. ESTIMATION OF THE LOSS OF AN
ESTIMATE WING HUNG WONG 491 22.1 INTRODUCTION 491 22.2 KULLBACK-LEIBLER
LOSS AND EXPONENTIAL FAMILIES 493 22.3 MEAN SQUARE ERROR LOSS 495 22.4
LOCATION FAMILIES 496 22.5 APPROXIMATE SOLUTIONS 498 22.6 CONVERGENCE OF
THE LOSS ESTIMATE 502 REFERENCES 506 SUBJECT INDEX 507 AUTHOR INDEX 511
|
| adam_txt |
7V * / ' R "V ^ 5I,. I :* ; " ; ,:,^. : .- ! ,;-|.;V,:.X,:;:I ' - *
* * * * * ' "*.':,'.:::"'"*;; ;***.***'*:**:-***;:;*-** * * * ; * * * *
} - * STATISTICS HUE UV /LIHKH' RTLS 6J/IY LBTRI EDITORS JIANQING FAN
PRINCETON UNIVERSITY, USA HIRA L KOUL MICHIGAN STATE UNIVERSITY, USA V
IMPERIAL COLLEGE PRESS CONTENTS 1. OUR STEPS ON THE BICKEL WAY KJELL
DOKSUM AND YA'ACOV RITOV 1 1.1 INTRODUCTION 1 1.2 DOING WELL AT A POINT
AND BEYOND 2 1.3 ROBUSTNESS, TRANSFORMATIONS, ORACLE-FREE INFERENCE, AND
STABLE PARAMETERS 4 1.4 DISTRIBUTION FREE TESTS, HIGHER ORDER
EXPANSIONS, AND CHAL- LENGING PROJECTS 4 1.5 FROM ADAPTIVE ESTIMATION TO
SEMIPARAMETRIC MODELS 5 1.6 HIDDEN MARKOV MODELS 6 1.7 NON- AND
SEMI-PARAMETRIC TESTING 7 1.8 THE ROAD TO REAL LIFE 8 REFERENCES 8
BICKEL'S PUBLICATION 11 PART I. SEMIPARAMETRIC MODELING 2.
SEMIPARAMETRIC MODELS: A REVIEW OF PROGRESS SINCE BKRW (1993) JON A.
WELLNER, CHRIS A. J. KLAASSEN AND YA'ACOV RITOV 25 2.1 INTRODUCTION 25
2.2 MISSING DATA MODELS 28 2.3 TESTING AND PROFILE LIKELIHOOD THEORY 28
2.4 SEMIPARAMETRIC MIXTURE MODEL THEORY 29 2.5 RATES OF CONVERGENCE VIA
EMPIRICAL PROCESS METHODS 30 2.6 BAYES METHODS AND THEORY 30 2.7 MODEL
SELECTION METHODS 31 2.8 EMPIRICAL LIKELIHOOD 32 2.9 TRANSFORMATION AND
FRAILTY MODELS 32 2.10 SEMIPARAMETRIC REGRESSION MODELS 33 XI XII
CONTENTS 2.11 EXTENSIONS TO NON-I.I.D. DATA 34 2.12 CRITIQUES AND
POSSIBLE ALTERNATIVE THEORIES 35 REFERENCES 36 3. EFFICIENT ESTIMATOR
FOR TIME SERIES ANTON SCHICK AND WOLFGANG WEFELMEYER 45 3.1 INTRODUCTION
45 3.2 CHARACTERIZATION OF EFFICIENT ESTIMATORS 47 3.3 AUTOREGRESSION
PARAMETER 50 3.4 INNOVATION DISTRIBUTION 52 3.5 INNOVATION DENSITY 54
3.6 CONDITIONAL EXPECTATION 55 3.7 STATIONARY DISTRIBUTION 57 3.8
STATIONARY DENSITY 58 3.9 TRANSITION DENSITY 59 REFERENCES 60 4. ON THE
EFFLCIENCY OF ESTIMATION FOR A SINGLE-INDEX MODEL YINGCUN XIA AND HOWELL
TONG 63 4.1 INTRODUCTION 63 4.2 ESTIMATION VIA OUTER PRODUCT OF
GRADIENTS 66 4.3 GLOBAL MINIMIZATION ESTIMATION METHODS 68 4.4 SLICED
INVERSE REGRESSION METHOD 70 4.5 ASYMPTOTIC DISTRIBUTIONS 71 4.6
COMPARISONS IN SOME SPECIAL CASES 73 4.7 PROOFS OF THE THEOREMS 74
REFERENCES 84 5. ESTIMATING FUNCTION BASED CROSS-VALIDATION M.J. VAN DER
LAAN AND DAN RUBIN 87 5.1 INTRODUCTION 87 5.2 ESTIMATING FUNCTION BASED
CROSS-VALIDATION 90 5.3 SOME EXAMPLES 95 5.4 GENERAL FINITE SAMPLE
RESULT 101 5.5 APPENDIX 105 REFERENCES 108 PART II. NONPARAMETRIC
METHODS 6. POWERFUL CHOICES: TUNING PARAMETER SELECTION BASED ON POWER
KJELL DOKSUM AND CHAD SCHAFER 113 6.1 INTRODUCTION: LOCAL TESTING AND
ASYMPTOTIC POWER 114 CONTENTS XIII 6.2 MAXIMIZING ASYMPTOTIC POWER 116
6.3 EXAMPLES 129 6.4 APPENDIX 134 REFERENCES 139 7. NONPARAMETRIC
ASSESSMENT OF ATYPICALITY PETER HALL AND JIM W. KAY 143 7.1 INTRODUCTION
144 7.2 ESTIMATING ATYPICALITY 145 7.3 THEORETICAL PROPERTIES 148 7.4
NUMERICAL PROPERTIES 151 7.5 OUTLINE OF PROOF OF THEOREM 7.1 157
REFERENCES 160 8. SELECTIVE REVIEW ON WAVELETS IN STATISTICS YAZHEN WANG
163 8.1 INTRODUCTION 163 8.2 WAVELETS 164 8.3 NONPARAMETRIC REGRESSION
166 8.4 INVERSE PROBLEMS 172 8.5 CHANGE-POINTS 174 8.6 LOCAL
SELF-SIMILARITY AND NON-STATIONARY STOCHASTIC PROCESS . . . 176 8.7
BEYOND WAVELETS 179 REFERENCES 179 9. MODEL DIAGNOSTICS VIA MARTINGALE
TRANSFORMS: A BRIEF REVIEW HIRA L. KOUL 183 9.1 INTRODUCTION 183 9.2
LACK-OF-6T TESTS 197 9.3 CENSORING 201 9.4 KHAMALADZE TRANSFORM OR
BOOTSTRAP 202 REFERENCES 203 PART III. STATISTICAL LEARNING AND
BOOTSTRAP 10. BOOSTING ALGORITHMS: WITH AN APPLICATION TO BOOTSTRAPPING
MULTIVARIATE TIME SERIES PETER BUEHLMANN AND ROMAN W. LUTZ 209 10.1
INTRODUCTION 209 10.2 BOOSTING AND FUNCTIONAL GRADIENT DESCENT 211 10.3
L2-BOOSTING FOR HIGH-DIMENSIONAL MULTIVARIATE REGRESSION . . . 217 XIV
CONTENTS 10.4 Z/2-BOOSTING FOR MULTIVARIATE LINEAR TIME SERIES 222
REFERENCES 229 11. BOOTSTRAP METHODS: A REVIEW S. N. LAHIRI 231 11.1
INTRODUCTION 231 11.2 BOOTSTRAP FOR I.I.D DATA 233 11.3 MODEL BASED
BOOTSTRAP 238 11.4 BLOCK BOOTSTRAP 240 11.5 SIEVE BOOTSTRAP 243 11.6
TRANSFORMATION BASED BOOTSTRAP 244 11.7 BOOTSTRAP FOR MARKOV PROCESSES
245 11.8 BOOTSTRAP UNDER LONG RANGE DEPENDENCE 246 11.9 BOOTSTRAP FOR
SPATIAL DATA 248 REFERENCES 250 12. AN EXPANSION FOR A DISCRETE
NON-LATTICE DISTRIBUTION FRIEDRICH GOETZE AND WILLEM R. VAN ZWET 257 12.1
INTRODUCTION 257 12.2 PROOF OF THEOREM 12.1 262 12.3 EVALUATION OF THE
OSCILLATORY TERM 271 REFERENCES 273 PART IV. LONGITUDINAL DATA ANALYSIS
13. AN OVERVIEW ON NONPARAMETRIC AND SEMIPARAMETRIC TECHNIQUES FOR
LONGITUDINAL DATA JIANQING FAN AND RUNZE LI 277 13.1 INTRODUCTION 277
13.2 NONPARAMETRIC MODEL WITH A SINGLE COVARIATE 279 13.3 PARTIALLY
LINEAR MODELS 283 13.4 VARYING-COEFFICIENT MODELS 291 13.5 AN
ILLUSTRATION 293 13.6 GENERALIZATIONS 294 13.7 ESTIMATION OF COVARIANCE
MATRIX 296 REFERENCES 299 14. REGRESSING LONGITUDINAL RESPONSE
TRAJECTORIES ON A COVARIATE HANS-GEORG MUELLER AND FANG YAO 305 14.1
INTRODUCTION AND REVIEW 305 14.2 THE FUNCTIONAL APPROACH TO LONGITUDINAL
RESPONSES 311 14.3 PREDICTING LONGITUDINAL TRAJECTORIES FROM A COVARIATE
313 CONTENTS XV 14.4 ILLUSTRATIONS 316 REFERENCES 321 PART V. STATISTICS
IN SCIENCE AND TECHNOLOGY 15. STATISTICAL PHYSICS AND STATISTICAL
COMPUTING: A CRITICAL LINK JAMES D. SERVIDEA AND XIAO-LI MENG 327 15.1
MCMC REVOLUTION AND CROSS-FERTILIZATION 328 15.2 THE ISING MODEL 328
15.3 THE SWENDSEN-WANG ALGORITHM AND CRITICALITY 329 15.4 INSTANTANEOUS
HELLINGER DISTANCE AND HEAT CAPACITY 331 15.5 A BRIEF OVERVIEW OF
PERFECT SAMPLING 334 15.6 HUBER'S BOUNDING CHAIN ALGORITHM 336 15.7
APPROXIMATING CRITICALITY VIA COUPLING TIME 340 15.8 A SPECULATION 342
REFERENCES 343 16. NETWORK TOMOGRAPHY: A REVIEW AND RECENT DEVELOPMENTS
EARL LAWRENCE, GEORGE MICHAILIDIS, VIJAYAN N. NAIR AND BOWEI XI . . .
345 16.1 INTRODUCTION 346 16.2 PASSIVE TOMOGRAPHY 348 16.3 ACTIVE
TOMOGRAPHY 352 16.4 AN APPLICATION 359 16.5 CONCLUDING REMARKS 363
REFERENCES 364 PART VI. FINANCIAL ECONOMETRICS 17. LIKELIHOOD INFERENCE
FOR DIFFUSIONS: A SURVEY YACINE AIT-SAHALIA 369 17.1 INTRODUCTION 369
17.2 THE UNIVARIATE CASE 371 17.3 MULTIVARIATE LIKELIHOOD EXPANSIONS 378
17.4 CONNECTION TO SADDLEPOINT APPROXIMATIONS 383 17.5 AN EXAMPLE WITH
NONLINEAR DRIFT AND DIFFUSION SPECIFICATIONS . 386 17.6 AN EXAMPLE WITH
STOCHASTIC VOLATILITY 389 17.7 INFERENCE WHEN THE STATE IS PARTIALLY
OBSERVED 391 17.8 APPLICATION TO SPECIFICATION TESTING 399 XVI CONTENTS
17.9 DERIVATIVE PRICING APPLICATIONS 400 17.10 LIKELIHOOD INFERENCE FOR
DIFFUSIONS UNDER NONSTATIONARITY . . . . 401 REFERENCES 402 18.
NONPARAMETRIC ESTIMATION OF PRODUCTION EFFICIENCY BYEONG U. PARK,
SEOK-OH JEONG, AND YOUNG KYUNG LEE 407 18.1 THE FRONTIER MODEL 407 18.2
ENVELOPE ESTIMATORS 409 18.3 ORDER-M ESTIMATORS 417 18.4 CONDITIONAL
FRONTIER MODELS 421 18.5 OUTLOOK 423 REFERENCES 424 PART VII. PARAMETRIC
TECHNIQUES AND INFERENCES 19. CONVERGENCE AND CONSISTENCY OF NEWTON'S
ALGORITHM FOR ESTIMATING MIXING DISTRIBUTION JAYANTA K. GHOSH AND SURYA
T. TOKDAR 429 19.1 INTRODUCTION 429 19.2 NEWTON'S ESTIMATE OF MIXING
DISTRIBUTIONS 431 19.3 REVIEW OF NEWTON'S RESULT ON CONVERGENCE 432 19.4
CONVERGENCE RESULTS 433 19.5 OTHER RESULTS 438 19.6 SIMULATION 440
REFERENCES 442 20. MIXED MODELS: AN OVERVIEW JIMING JIANG AND ZHIYU GE
445 20.1 INTRODUCTION 445 20.2 LINEAR MIXED MODELS 446 20.3 GENERALIZED
LINEAR MIXED MODELS 450 20.4 NONLINEAR MIXED EFFECTS MODELS 455
REFERENCES 460 21. ROBUST LOCATION AND SCATTER ESTIMATORS IN
MULTIVARIATE ANALYSIS YIJUN ZUO 467 21.1 INTRODUCTION 467 21.2
ROBUSTNESS CRITERIA 469 21.3 ROBUST MULTIVARIATE LOCATION AND SCATTER
ESTIMATORS 473 21.4 APPLICATIONS 481 CONTENTS XVII 21.5 CONCLUSIONS AND
FUTURE WORKS 484 REFERENCES 485 22. ESTIMATION OF THE LOSS OF AN
ESTIMATE WING HUNG WONG 491 22.1 INTRODUCTION 491 22.2 KULLBACK-LEIBLER
LOSS AND EXPONENTIAL FAMILIES 493 22.3 MEAN SQUARE ERROR LOSS 495 22.4
LOCATION FAMILIES 496 22.5 APPROXIMATE SOLUTIONS 498 22.6 CONVERGENCE OF
THE LOSS ESTIMATE 502 REFERENCES 506 SUBJECT INDEX 507 AUTHOR INDEX 511 |
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| discipline_str_mv | Mathematik |
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| genre | (DE-588)4016928-5 Festschrift gnd-content |
| genre_facet | Festschrift |
| id | DE-604.BV022223423 |
| illustrated | Illustrated |
| index_date | 2024-07-02T16:30:01Z |
| indexdate | 2024-07-09T20:52:44Z |
| institution | BVB |
| isbn | 9781860946981 1860946984 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015434597 |
| oclc_num | 73488011 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM DE-11 |
| owner_facet | DE-91G DE-BY-TUM DE-11 |
| physical | XVII, 523 S. Ill., graph. Darst. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Imperial College Press |
| record_format | marc |
| spelling | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday eds. Jianqing Fan ... London Imperial College Press 2006 XVII, 523 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bickel, Peter J Statistique mathématique Mathematical statistics Statistik (DE-588)4056995-0 gnd rswk-swf (DE-588)4016928-5 Festschrift gnd-content Statistik (DE-588)4056995-0 s DE-604 Fan, Jianqing Sonstige oth Bickel, Peter J. 1940- (DE-588)143446681 hnr GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015434597&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday Bickel, Peter J Statistique mathématique Mathematical statistics Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4016928-5 |
| title | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday |
| title_auth | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday |
| title_exact_search | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday |
| title_exact_search_txtP | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday |
| title_full | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday eds. Jianqing Fan ... |
| title_fullStr | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday eds. Jianqing Fan ... |
| title_full_unstemmed | Frontiers in statistics dedicated to Peter John Bickel in honor of his 65th birthday eds. Jianqing Fan ... |
| title_short | Frontiers in statistics |
| title_sort | frontiers in statistics dedicated to peter john bickel in honor of his 65th birthday |
| title_sub | dedicated to Peter John Bickel in honor of his 65th birthday |
| topic | Bickel, Peter J Statistique mathématique Mathematical statistics Statistik (DE-588)4056995-0 gnd |
| topic_facet | Bickel, Peter J Statistique mathématique Mathematical statistics Statistik Festschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015434597&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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