عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
Qualification
(eISBN)
Erroneous ISBN
9789811272844
NATIONAL BIBLIOGRAPHY NUMBER
Number
E4542
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Functional estimation for density, regression models and processes
General Material Designation
[electronic resources: book]
First Statement of Responsibility
Odile Pons.
EDITION STATEMENT
Edition Statement
2nd ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hackensack, NJ
Name of Publisher, Distributor, etc.
World Scientific
Date of Publication, Distribution, etc.
2024.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 235-240) and index.
SUMMARY OR ABSTRACT
Text of Note
"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 positive real p, 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"--
TYPE OF ELECTRONIC RESOURCE NOTE
Text of Note
PDF file.
TOPICAL NAME USED AS SUBJECT
Entry Element
Estimation theory.
Entry Element
Nonparametric statistics.
DEWEY DECIMAL CLASSIFICATION
Edition
23/eng20230919
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
Pons, Odile,
ORIGINATING SOURCE
Country
Iran
Agency
University of Tehran. Library of College of Science
Date of Transaction
20250115084719.0
Cataloguing Rules (Descriptive Conventions))
rda
ELECTRONIC LOCATION AND ACCESS
Date and Hour of Consultation and Access
UT_SCI_BL_DB_1004973_0001.pdf
e
BL
278840
a
Y
