Estimation in Semiparametric Models: Some Recent Developments (Lecture Notes in Statistics): 63 - Tapa blanda

Pfanzagl, Johann

 
9780387972381: Estimation in Semiparametric Models: Some Recent Developments (Lecture Notes in Statistics): 63
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ISBN 10: 0387972382 ISBN 13: 9780387972381
Editorial: Springer, 1990

Sinopsis

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. 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).

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Reseña del editor

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.

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Editorial
Springer
Año de publicación
1990
Idioma
Inglés
ISBN 10 
0387972382
ISBN 13 
9780387972381
Encuadernación
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Número de páginas
120
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
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Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9781461233978: Estimation in Semiparametric Models: Some Recent Developments

Edición Destacada

ISBN 10:  1461233976 ISBN 13:  9781461233978
Editorial: Springer, 2012
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