Download or read book Efficient and Adaptive Estimation for Semiparametric Models written by Peter J. Bickel and published by Springer. This book was released on 1998-06-01 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with estimation in situations in which there is believed to be enough information to model parametrically some, but not all of the features of a data set. Such models have arisen in a wide context in recent years, and involve new nonlinear estimation procedures. Statistical models of this type are directly applicable to fields such as economics, epidemiology, and astronomy.
Download or read book Nonparametric and Semiparametric Models written by Wolfgang Karl Härdle and published by Springer Science & Business Media. This book was released on 2012-08-27 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.
Download or read book Efficient Estimation in Semiparametric Models written by Thomas Alan Severini and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Semiparametric Efficient Adaptive Estimation and Empirical Applications in Finance microform written by Yiguo Sun and published by National Library of Canada = Bibliothèque nationale du Canada. This book was released on 2002 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Estimation of Parameters written by Jorma Rissanen and published by Cambridge University Press. This book was released on 2012-06-07 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and consistent theory of estimation, including a description of a powerful new tool, the generalized maximum capacity estimator.
Download or read book Parametric and Semiparametric Models with Applications to Reliability Survival Analysis and Quality of Life written by M.S. Nikulin and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: Parametric and semiparametric models are tools with a wide range of applications to reliability, survival analysis, and quality of life. This self-contained volume examines these tools in survey articles written by experts currently working on the development and evaluation of models and methods. While a number of chapters deal with general theory, several explore more specific connections and recent results in "real-world" reliability theory, survival analysis, and related fields. Specific topics covered include: * cancer prognosis using survival forests * short-term health problems related to air pollution: analysis using semiparametric generalized additive models * semiparametric models in the studies of aging and longevity This book will be of use as a reference text for general statisticians, theoreticians, graduate students, reliability engineers, health researchers, and biostatisticians working in applied probability and statistics.
Download or read book Estimation in Semiparametric Models written by Johann Pfanzagl and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. observations from P. Ifnothing is known about P, then the sample mean is certainly the best estimator one can think of. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx). There is an "intermediate" range, where we know something about the unknown probability measure P, but less than parametric theory takes for granted. Practical problems have always led statisticians to invent estimators for such intermediate models, but it usually remained open whether these estimators are nearly optimal or not. There was one exception: The case of "adaptivity", where a "nonparametric" estimate exists which is asymptotically optimal for any parametric submodel. The standard (and for a long time only) example of such a fortunate situation was the estimation of the center of symmetry for a distribution of unknown shape.
Download or read book Efficient Estimation in Semiparametric GARCH Models written by Feike C. Drost and published by . This book was released on 1998 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is well-knownthat financial data sets exhibit conditional heteroskedasticity. GARCH type models are often used to model this phenomenon. Since the distribution of the rescaled innovations is generally far froma normal distribution, a semiparametric approach is advisable. Several publications observed that adaptive estimation of the Euclidean parameters is not possible in the usual parametrization when the distribution of the rescaled innovations is the unknown nuisance parameter. However, there exists a reparametrization such that the efficient score functions in the parametric model of the autoregression parameters are orthogonal to the tangent space generated by the nuisance parameter, thus suggesting that adaptive estimation of the autoregression parameters is possible. Indeed, we construct adaptive and hence efficient estimators in a general GARCH in mean type context including integrated GARCH models. Our analysis is based on a general LAN Theorem for time-series models, published elsewhere. In contrast to recent literature about ARCH models we do not need any moment condition.
Download or read book Semiparametric Regression written by David Ruppert and published by Cambridge University Press. This book was released on 2003-07-14 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: Even experts on semiparametric regression should find something new here.
Download or read book Efficient and Inefficient Estimation in Semiparametric Models written by M. J. van der Laan and published by . This book was released on 1995 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Efficient Estimation of Semiparametric Models Via Moment Restrictions written by Whitney K. Newey and published by . This book was released on 1990 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Selected Works of Peter J Bickel written by Jianqing Fan and published by Springer Science & Business Media. This book was released on 2012-11-28 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents selections of Peter J. Bickel’s major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peter’s amazing career encompasses the majority of statistical developments in the last half-century or about about half of the entire history of the systematic development of statistics. This volume shares insights on these exciting statistical developments with future generations of statisticians. The compilation of supporting material about Peter’s life and work help readers understand the environment under which his research was conducted. The material will also inspire readers in their own research-based pursuits. This volume includes new photos of Peter Bickel, his biography, publication list, and a list of his students. These give the reader a more complete picture of Peter Bickel as a teacher, a friend, a colleague, and a family man.
Download or read book Selected Proceedings of the Symposium on Inference for Stochastic Processes written by Ishwar V. Basawa and published by IMS. This book was released on 2001 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Continuous Time Markov Chains and Applications written by George G. Yin and published by Springer. This book was released on 2012-12-06 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.
Download or read book Segmentation and Recovery of Superquadrics written by Ales Jaklic and published by Springer Science & Business Media. This book was released on 2000-09-30 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: A representation of objects by their parts is the dominant strategy for representing complex 3D objects in many disciplines. In computer vision and robotics, superquadrics are among the most widespread part models. Superquadrics are a family of parametric models that cover a wide variety of smoothly changing 3D symmetric shapes, which are controlled with a small number of parameters and which can be augmented with the addition of global and local deformations. The book covers, in depth, the geometric properties of superquadrics. The main contribution of the book is an original approach to the recovery and segmentation of superquadrics from range images. Several applications of superquadrics in computer vision and robotics are thoroughly discussed and, in particular, the use of superquadrics for range image registration is demonstrated. Audience: The book is intended for readers of all levels who are familiar with and interested in computer vision issues.
Download or read book Robust Estimation in Semiparametric Models written by Zaiqian Shen and published by . This book was released on 1992 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptive Estimation in Time Series Regression Models written by Douglas Gardiner Steigerwald and published by . This book was released on 1989 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
