<p>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
Efficient and Adaptive Estimation for Semiparametric Models
β Scribed by Peter J. Bickel, Chris A.J. Klaassen, Yaβacov Ritov, Jon A. Wellner
- Publisher
- Springer
- Year
- 1993
- Tongue
- English
- Leaves
- 582
- Edition
- 1
- Category
- Library
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π SIMILAR VOLUMES
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 fam
In this paper, we observe a fixed number of unknown 2Ο-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name βshape invariant model.β While the common shape is unknown, we introduce an asymptotically efficient estima
<p><p>The concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlying structure. The book considers high dimensional objects, as density functions and regression. The semiparametric modeling technique compromises the two aims, flex
<p>This book contains a collection of survey papers in the areas of modelling, estimation and adaptive control of stochastic systems describing recent efforts to develop a systematic and elegant theory of identification and adaptive control. It is meant to provide a fast introduction to some of the
This authoritative volume on statistical and adaptive signal processing offers you a unified, comprehensive and practical treatment of spectral estimation, signal modeling, adaptive filtering, and array processing. Packed with over 3,000 equations and more than 300 illustrations, this unique resourc