Mathematical Foundations of Infinite-Dimensional Statistical Models: Series Number 40 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 40) - Image 1

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Cambridge University Press Mathematical Foundations of Infinite-Dimensional Statistical Models: Series Number 40 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 40)

Name: Mathematical Foundations of Infinite-Dimensional Statistical Models: Series Number 40 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 40)
Brand: Cambridge University Press
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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.

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Brand: Cambridge University Press
Format: paperback
ASIN: 110899413X
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 25 March 2021
Listed Since: 21 November 2020

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Cambridge University Press Mathematical Foundations of Infinite-Dimensional Statistical Models: Series Number 40 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 40)

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