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Emperical Processes in M-Estimation
Emperical Processes in MEstimation
Author: Sara A. van de Geer, Sara van de Geer
The theory of empirical processes provides valuable tools for the development of asymptotic theory in (nonparametric) statistical models, and makes it possible to give a unified treatment of various models. This book reveals the relation between the asymptotic behavior of M-estimators and the complexity of parameter space, using entropy as a mea...  more »
ISBN-13: 9780521650021
ISBN-10: 052165002X
Publication Date: 11/1999
Pages: 298
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Publisher: Cambridge University Press
Book Type: Hardcover
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