Klik op een omslag om naar Google Boeken te gaan.
Bezig met laden... Mathematical Foundations of Infinite-Dimensional Statistical Models (Cambridge Series in Statistical and Probabilistic Mathematics) (editie 2015)door Evarist Giné (Auteur), Richard Nickl (Auteur)
Informatie over het werkMathematical Foundations of Infinite-Dimensional Statistical Models (Cambridge Series in Statistical and Probabilistic Mathematics) door Evarist Giné
Geen Bezig met laden...
Meld je aan bij LibraryThing om erachter te komen of je dit boek goed zult vinden. Op dit moment geen Discussie gesprekken over dit boek. Geen besprekingen geen besprekingen | voeg een bespreking toe
Onderdeel van de reeks(en)Prijzen
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. Geen bibliotheekbeschrijvingen gevonden. |
Actuele discussiesGeen
Google Books — Bezig met laden... GenresDewey Decimale Classificatie (DDC)519.5Natural sciences and mathematics Mathematics Applied Mathematics, Probabilities Statistical MathematicsLC-classificatieWaarderingGemiddelde: Geen beoordelingen.Ben jij dit?Word een LibraryThing Auteur. |