Hilbert Space Methods in Probability and Statistical Inference

✍ Scribed by Christopher G. Small, D.L. McLeish(auth.)

Year: 1994
Tongue: English
Leaves: 256
Series: Wiley Series in Probability and Statistics
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.Content:
Chapter 1 Introduction (pages 1–8):
Chapter 2 Hilbert Spaces (pages 9–30):
Chapter 3 Probability Theory (pages 31–57):
Chapter 4 Estimating Functions (pages 59–105):
Chapter 5 Orthogonality and Nuisance Parameters (pages 107–125):
Chapter 6 Martingale Estimating Functions and Projected Likelihood (pages 127–161):
Chapter 7 Stochastic Integration and Product Integrals (pages 163–187):
Chapter 8 Estimating Functions and the Product Integral Likelihood for Continuous Time Stochastic Processes (pages 189–220):
Chapter 9 Hilbert Spaces and Spline Density Estimation (pages 221–234):

📜 SIMILAR VOLUMES

Hilbert space methods in probability and

📁 Hilbert space methods in probability and statistical inference

✍ Small, Christopher G.;McLeish, Don L 📂 Library 📅 1994 🏛 Wiley 🌐 English

Hilbert Space Methods in Probability and

📁 Hilbert Space Methods in Probability and Statistical Inference

✍ Christopher G. Small, Don L. McLeish 📂 Library 📅 1994 🏛 Wiley-Interscience 🌐 English

<span>Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.</span>

Reproducing Kernel Hilbert Spaces in Pro

📁 Reproducing Kernel Hilbert Spaces in Probability and Statistics

✍ Alain Berlinet, Christine Thomas-Agnan 📂 Library 📅 2004 🏛 Springer 🌐 English

Reproducing Kernel Hilbert Spaces in Pro

📁 Reproducing Kernel Hilbert Spaces in Probability and Statistics

✍ Alain Berlinet, Christine Thomas-Agnan (auth.) 📂 Library 📅 2004 🏛 Springer US 🌐 English

<p>The reproducing kernel Hilbert space construction is a bijection or transform theory which associates a positive definite kernel (gaussian processes) with a Hilbert space offunctions. Like all transform theories (think Fourier), problems in one space may become transparent in the other, and optim

Reproducing Kernel Hilbert Spaces in Pro

📁 Reproducing Kernel Hilbert Spaces in Probability and Statistics

✍ Alain Berlinet, Christine Thomas-Agnan (auth.) 📂 Library 📅 2004 🏛 Springer US 🌐 English

Reproducing kernel Hilbert spaces in pro

📁 Reproducing kernel Hilbert spaces in probability and statistics

✍ Berlinet, Alain; Thomas-Agnan, Christine 📂 Library 📅 2004;2001 🏛 Springer Netherlands;Kluwer Academic 🌐 English

The reproducing kernel Hilbert space construction is a bijection or transform theory which associates a positive definite kernel (gaussian processes) with a Hilbert space offunctions. Like all transform theories (think Fourier), problems in one space may become transparent in the other, and optimal