Hira L. Koul

eBook, PDF

Weighted Empirical Processes in Dynamic Nonlinear Models (eBook, PDF)

Beschreibung

This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 27.02MB

Autor

Hira L. Koul is a professor of statistics at Michigan State University. He is a Fellow of the IMS and an Elected Member of the International Statistical Institute. He was awarded the presti- gious Humboldt Research Award for Senior Researchers in 1995. He has been on the editorial boards of the Annals of Statistics, Sankhya, and J. Indian Statistical Association. Currently he is a Coordinating Editor of the Journal of Statistical Planning and Inference, and an Associate Editor of Statistics and Probability Letters.

Produktdetails

• Verlag: Springer New York
• Seitenzahl: 425
• Erscheinungstermin: 6. Dezember 2012
• Englisch
• ISBN-13: 9781461300557
• Artikelnr.: 43991606