Mathematical Foundations of Infinite-Dimensional Statistical Models: 40 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 40) - Tapa blanda

Libro 29 de 46: Cambridge Series in Statistical and Probabilistic Mathematics

Giné, Evarist

 
9781108994132: Mathematical Foundations of Infinite-Dimensional Statistical Models: 40 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 40)
Tapa blanda
ISBN 10: 110899413X ISBN 13: 9781108994132
Editorial: Cambridge University Press, 2021

Sinopsis

In nonparametric and high-dimensional statistical models, the classical Gauss–Fisher–Le Cam theory of the optimality of maximum likelihood estimators and Bayesian posterior inference does not apply, and new foundations and ideas have been developed in the past several decades. This book gives a coherent account of the statistical theory in infinite-dimensional parameter spaces. The mathematical foundations include self-contained 'mini-courses' on the theory of Gaussian and empirical processes, approximation and wavelet theory, and the basic theory of function spaces. The theory of statistical inference in such models - hypothesis testing, estimation and confidence sets - is presented within the minimax paradigm of decision theory. This includes the basic theory of convolution kernel and projection estimation, but also Bayesian nonparametrics and nonparametric maximum likelihood estimation. In a final chapter the theory of adaptive inference in nonparametric models is developed, including Lepski's method, wavelet thresholding, and adaptive inference for self-similar functions. Winner of the 2017 PROSE Award for Mathematics.

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

Acerca de los autores

Evarist Giné (1944–2015) was Head of the Department of Mathematics at the University of Connecticut. Giné was a distinguished mathematician who worked on mathematical statistics and probability in infinite dimensions. He was the author of two books and more than 100 articles.

Richard Nickl is Professor of Mathematical Statistics in the Statistical Laboratory within the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge.

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

Editorial
Cambridge University Press
Año de publicación
2021
Idioma
Inglés
ISBN 10 
110899413X
ISBN 13 
9781108994132
Encuadernación
Tapa blanda
Número de páginas
704
Contacto del fabricante
no disponible
Persona responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia

Otras ediciones populares con el mismo título

9781107043169: Mathematical Foundations of Infinite-Dimensional Statistical Models: 40 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 40)

Edición Destacada

ISBN 10:  1107043166 ISBN 13:  9781107043169
Editorial: Cambridge University Press, 2016
Tapa dura