Weighted Empirical Processes in Dynamic Nonlinear Models: 166 (Lecture Notes in Statistics, 166) - Tapa blanda

Libro 21 de 72: Lecture Notes in Statistics

Koul, Hira L.

 
9780387954769: Weighted Empirical Processes in Dynamic Nonlinear Models: 166 (Lecture Notes in Statistics, 166)
Tapa blanda
ISBN 10: 0387954767 ISBN 13: 9780387954769
Editorial: Springer, 2008

Sinopsis

This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2008
Idioma
Inglés
ISBN 10 
0387954767
ISBN 13 
9780387954769
Encuadernación
Tapa blanda
Número de edición
2
Número de páginas
448
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
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