Efficient and Adaptive Estimation for Semiparametric Models

Bickel, Peter J.; Klaassen, Chris A.J.; Ritov, Ya'acov; Wellner, Jon A.

This book is about estimation in situations where we believe we have enough knowledge to model some features of the data parametrically, but are unwilling to assume anything for other features. Such models have arisen in a wide variety of contexts in recent years, particularly in economics, epidemiology, and astronomy. The complicated structure of these models typically requires us to consider nonlinear estimation procedures which often can only be implemented algorithmically. The theory of these procedures is necessarily based on asymptotic approximations.

Details

Published by: Springer

Publication Date: 1998-05-08

Format: Paperback

ISBN-13: 9780387984735

DOI:

Dimensions: 235cm x155cm

Pages: 560