Introduction to Empirical Processes and Semiparametric Inference

Author:   Michael R. Kosorok
Publisher:   Springer-Verlag New York Inc.
Edition:   2008 ed.
ISBN:  

9780387749778


Pages:   485
Publication Date:   31 January 2008
Format:   Hardback
Availability:   In Print   Availability explained
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Introduction to Empirical Processes and Semiparametric Inference


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Overview

The goal of this book is to introduce statisticians, and other researchers with a background in mathematical statistics, to empirical processes and semiparametric inference. These powerful research techniques are surpr- ingly useful for studying large sample properties of statistical estimates from realistically complex models as well as for developing new and - proved approaches to statistical inference. This book is more of a textbook than a research monograph, although a number of new results are presented. The level of the book is more - troductory than the seminal work of van der Vaart and Wellner (1996). In fact, another purpose of this work is to help readers prepare for the mathematically advanced van der Vaart and Wellner text, as well as for the semiparametric inference work of Bickel, Klaassen, Ritov and We- ner (1997). These two books, along with Pollard (1990) and Chapters 19 and 25 of van der Vaart (1998), formulate a very complete and successful elucidation of modern empirical process methods. The present book owes much by the way of inspiration, concept, and notation to these previous works.What is perhaps new is the gradual—yetrigorous—anduni?ed way this book introduces the reader to the ?eld.

Full Product Details

Author:   Michael R. Kosorok
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2008 ed.
Dimensions:   Width: 15.50cm , Height: 2.60cm , Length: 23.50cm
Weight:   0.910kg
ISBN:  

9780387749778


ISBN 10:   0387749772
Pages:   485
Publication Date:   31 January 2008
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Overview.- An Overview of Empirical Processes.- Overview of Semiparametric Inference.- Case Studies I.- Empirical Processes.- to Empirical Processes.- Preliminaries for Empirical Processes.- Stochastic Convergence.- Empirical Process Methods.- Entropy Calculations.- Bootstrapping Empirical Processes.- Additional Empirical Process Results.- The Functional Delta Method.- Z-Estimators.- M-Estimators.- Case Studies II.- Semiparametric Inference.- to Semiparametric Inference.- Preliminaries for Semiparametric Inference.- Semiparametric Models and Efficiency.- Efficient Inference for Finite-Dimensional Parameters.- Efficient Inference for Infinite-Dimensional Parameters.- Semiparametric M-Estimation.- Case Studies III.

Reviews

Introduction to Empirical Processes and Semiparametric Inference is a very good combination of both the empirical processes and semiparametric theories. This is the first book of its kind...I agree with the author that this book is 'more of a textbook than a research monograph.' As the semiparametric inference is currently an extremely active research area in statistical research, the book will open the door for graduate students to identify significant future research potentials. In fact, this book contains the author's newest research result, the application of semiparametric method in microarray data analysis. This book can be used as a textbook for graduate students in statistics, biostatistics, and economics (econometrics). In fact, the contents of this book can be tailored for different courses. Generally, this is a great book on empirical processes and semiparametric methods. It should be on the must-read list for a serious statistician, biostatistician, or econometrician. (Biometrics, September 2008) The main focus of this book is to introduce empirical processes and semiparametric inference methods to researchers interested in developing inferential tools for relatively complicated mathematical or statistical modeling problems. ...The material is structured in a sensible way supporting the learning and understanding of useful and challenging techniques of empirical processes and semiparametric inference. The book could well be very helpful for those studying and applying these techniques. (International Statistical Review 2008,77,2)


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