Estimation in Semiparametric Models: Some Recent Developments: 63 (Lecture Notes in Statistics, 63) - Image 1

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Springer Estimation in Semiparametric Models: Some Recent Developments: 63 (Lecture Notes in Statistics, 63)

Name: Estimation in Semiparametric Models: Some Recent Developments: 63 (Lecture Notes in Statistics, 63)
Brand: Springer
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Applied Mathematics

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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. observations from P. Ifnothing is known about P, then the sample mean is certainly the best estimator one can think of. 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). There is an "intermediate" range, where we know something about the unknown probability measure P, but less than parametric theory takes for granted. Practical problems have always led statisticians to invent estimators for such intermediate models, but it usually remained open whether these estimators are nearly optimal or not. There was one exception: The case of "adaptivity", where a "nonparametric" estimate exists which is asymptotically optimal for any parametric submodel. The standard (and for a long time only) example of such a fortunate situation was the estimation of the center of symmetry for a distribution of unknown shape.

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Brand: Springer
Format: paperback
ASIN: 0387972382
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 06 April 1990
Listed Since: 16 December 2006

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Springer Estimation in Semiparametric Models: Some Recent Developments: 63 (Lecture Notes in Statistics, 63)

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