Mathematical statistics : asymptotic minimax theory / Alexander Korostelev, Olga Korosteleva.

Format:

Book

Author/Creator:

Korostelev, A. P. (Aleksandr Petrovich), author.

Korosteleva, Olga, author.

Series:

Graduate studies in mathematics ; Volume 119.

Graduate Studies in Mathematics ; Volume 119

Language:

English

Subjects (All):

Estimation theory.

Asymptotic efficiencies (Statistics).

Statistical hypothesis testing.

Physical Description:

1 online resource (246 p.)

Place of Publication:

Providence, Rhode Island : American Mathematical Society, 2011.

Language Note:

English

Summary:

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Contents:

""Cover""; ""Title page""; ""Contents""; ""Preface""; ""Part I. Parametric models""; ""The Fisher efficiency""; ""The Bayes and minimax estimators""; ""Asymptotic minimaxity""; ""Some irregular statistical experiments""; ""Change-point problem""; ""Sequential estimators""; ""Linear parametric regression""; ""Part II. Nonparametric regression""; ""Estimation in nonparametric regression""; ""Local polynomial approximation of regression function""; ""Estimation of regression in global norms""; ""Estimation by splines""; ""Asymptotic optimality in global norms""

""Part III. Estimation in nonparametric models""""Estimation of functionals""; ""Dimension and structure in nonparametric regression""; ""Adaptive estimation""; ""Testing of nonparametric hypotheses""; ""Bibliography""; ""Index of notation""; ""Index""; ""Back Cover""

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on print version record.

ISBN:

1-4704-1593-3