Efficient and Adaptive Estimation for Semiparametric Models

efficient and adaptive estimation for semiparametric models

more information about Efficient and Adaptive Estimation for Semiparametric Models

Efficient and Adaptive Estimation for Semiparametric Models

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Book Description
This book is about estimation in situations where we believe we have enough knowledge to model some features of the data parametrically, but are unwilling to assume anything for other features. Such models have arisen in a wide variety of contexts in recent years, particularly in economics, epidemiology, and astronomy. The complicated structure of these models typically requires us to consider nonlinear estimation procedures which often can only be implemented algorithmically. The theory of these procedures is necessarily based on asymptotic approximations.

Book Info
Concentrates on estimation in situations where we believe we have enough knowledge to model some features of the data parametrically, but are unwilling to assume anything for other features. Paper. DLC: Estimation theory.

Efficient and Adaptive Estimation for Semiparametric Models,Peter J. Bickel,Chris A.J. Klaassen,Ya'acov Ritov,Jon A. Wellner,Springer,0387984739,Asymptotic expansions,Estimation theory,Mathematical Statistics,Mathematics,Probability & Statistics - General,Science/Mathematics,Mathematical modelling,Mathematics / Statistics,Probability & statistics

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