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Estimation in Semiparametric Models

- Some Recent Developments

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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. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx).

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387972381
  • Indbinding:
  • Paperback
  • Sideantal:
  • 112
  • Udgivet:
  • 7. marts 1990
  • Udgave:
  • 11990
  • Størrelse:
  • 242x170x6 mm.
  • Vægt:
  • 223 g.
  • 8-11 hverdage.
  • 6. december 2024

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Beskrivelse af Estimation in Semiparametric Models

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. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx).

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