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Estimation in Semiparametric Models: Some Recent Developments (Softcover Reprint of the Original 1st 1990)

Estimation in Semiparametric Models: Some Recent Developments (Softcover Reprint of the Original 1st 1990)

Estimation in Semiparametric Models: Some Recent Developments (Softcover Reprint
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Estimation in Semiparametric Models: Some Recent Developments (Softcover Reprint of the Original 1st 1990) Trade paperback - 1990

by Johann Pfanzagl

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Used - VG-

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Springer, April 1990. Trade Paperback. VG-. used trade paperback edition. lightly shelfworn, corners somewhat bumped. spine may be a bit sunned. light scuffing to covers, bottom edge of text block may be lightly discolored from shelfwear. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws.
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Reader reviews for Estimation in Semiparametric Models: Some Recent Developments (Softcover Reprint of the Original 1st 1990)

From the publisher

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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