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Weighted Empirical Processes in Dynamic Nonlinear Models
Hira L. Koul
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Description for Weighted Empirical Processes in Dynamic Nonlinear Models
Paperback. Useful to graduate students and researchers in statistics, econometrics, and finance. Series: Lecture Notes in Statistics. Num Pages: 442 pages, 1 black & white illustrations, biography. BIC Classification: PBT; PBWR. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 23. Weight in Grams: 624.
The role of the weak convergence technique via weighted empirical processes has proved to be very useful in advancing the development of the asymptotic theory of the so called robust inference procedures corresponding to non-smooth score functions from linear models to nonlinear dynamic models in the 1990's. This monograph is an ex panded version of the monograph Weighted Empiricals and Linear Models, IMS Lecture Notes-Monograph, 21 published in 1992, that includes some aspects of this development. The new inclusions are as follows. Theorems 2. 2. 4 and 2. 2. 5 give an extension of the Theorem 2. 2. 3 (old ... Read more
The role of the weak convergence technique via weighted empirical processes has proved to be very useful in advancing the development of the asymptotic theory of the so called robust inference procedures corresponding to non-smooth score functions from linear models to nonlinear dynamic models in the 1990's. This monograph is an ex panded version of the monograph Weighted Empiricals and Linear Models, IMS Lecture Notes-Monograph, 21 published in 1992, that includes some aspects of this development. The new inclusions are as follows. Theorems 2. 2. 4 and 2. 2. 5 give an extension of the Theorem 2. 2. 3 (old ... Read more
Product Details
Format
Paperback
Publication date
2002
Publisher
Springer-Verlag New York Inc. United States
Number of pages
442
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
425
Place of Publication
New York, NY, United States
ISBN
9780387954769
SKU
V9780387954769
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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