Author: Bickel, Peter, J. ... [et al.].
Title: Efficient and adaptive estimation for semiparametric models.
Description: Baltimore : Johns Hopkins University Press, 1993. Orig. cloth binding. xix, 560 pp. illustrations ; 24 cm. (Johns Hopkins series in the mathematical sciences). Mailorder only - Alleen verzending mogelijk. Book condition : as new. Contents : Asymptotic Inference for (Finite-Dimensional) Parametric Models -- Regular parametric models in the I.I.D. case -- Regular estimates of Euclidean parameters -- The information bound and the Hajek-Le Cam convolution and asymptotic minimax theorems -- Nuisance parameters, adaptation, and some geometry -- Construction of [square root]n-consistent and efficient estimates -- Information Bounds for Euclidean Parameters in Infinite-Dimensional Models -- Tangent spaces -- Information bounds via derivatives of functions: the nonparametric approach -- Information bound calculations via scores: the semiparametric approach -- Euclidean Parameters: Further Examples -- Introduction: models -- Semiparametric group models -- Regression models -- Biased sampling models -- Mixture models -- Missing data models -- Transformation models -- Information Bounds for Infinite-Dimensional Parameters -- Convolution theorems for regular estimates of infinite-dimensional parameters -- Differentiability of functions -- The calculus of efficient score and influence operators -- Infinite-Dimensional Parameters: Further Examples -- Constrained families -- Group models -- Biased sampling models -- Mixture models and models with monotonicity constraints -- Missing data and censoring -- Transformation models -- Construction of Estimates -- M-estimates for Euclidean parameters -- Generalized M-estimates for Euclidean parameters -- GMC- and GM-estimates corresponding to convex D. Estimation of P and other infinite-dimensional parameters: methods, consistency, and rates of convergence -- Estimation of infinite-dimensional parameters: asymptotics and applications -- Joint estimation of Euclidean and infinite-dimensional parameters -- Efficient estimation -- Vector spaces; linear functionals and dual spaces -- Orthogonality and projection formulas -- Conditional expectation formulas -- Projection on sumspaces and ACE -- Derivatives -- Metrics on classes of probability measures and probability inequalities -- Limit theorems, weak convergence, and tightness -- Hoffmann-Jorgensen-Dudley weak convergence theory -- Contiguity -- The master theorem for asymptotic generalized M-estimates. ISBN 9780801845413.

Keywords: MATHEMATICS,