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Functional Estimation for Density, Regression Models and Processes (Second Edition) Ed 2 free ebook download

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Mathematics

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Author(s):	Odile Pons

Date:	2024	Format:	pdf	Language:	English	ISBN/ASIN:	9811272832
Pages:	244	OCR:		Quality:		ISBN13:
Uploader:	stirkout	Upload Date:	1/31/2024 5:27:26 AM

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9811272832 pdf
Nonparametric kernel estimators apply to the statistical analysis of independent or dependent sequences of random variables and for samples of continuous or discrete processes. The optimization of these procedures is based on the choice of a bandwidth that minimizes an estimation error and the weak convergence of the estimators is proved. This book introduces new mathematical results on statistical methods for the density and regression functions presented in the mathematical literature and for functions defining more complex models such as the models for the intensity of point processes, for the drift and variance of auto-regressive diffusions and the single-index regression models.This second edition presents minimax properties with Lp risks, for a real p larger than one, and optimal convergence results for new kernel estimators of function defining processes: models for multidimensional variables, periodic intensities, estimators of the distribution functions of censored and truncated variables, estimation in frailty models, estimators for time dependent diffusions, for spatial diffusions and for diffusions with stochastic volatility.
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3230285	Book	https://nitroflare.com/view/C605BE6B793A...		0.00	stirkout

Tags: Density Estimation Functional Models Processes Regression

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Functional Estimation for Density, Regression Models and Processes (Second Edition) Ed 2 free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics