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Nonparametric Estimation under Shape Constraints

Name: Nonparametric Estimation under Shape Constraints
Brand: Cambridge University Press
SKU: 04619122
Price: 102.39 EUR
Availability: InStock
Author: Piet Groeneboom
ISBN: 9780521864015

Estimators, Algorithms and Asymptotics

Piet Groeneboom

Geurt Jongbloed

Jon A. Wellner

Language

English

Book Hardback

Libristo code: 04619122

Publishers Cambridge University Press, December 2014

This book treats the latest developments in the theory of order-restricted inference, with special a... Full description

Libristo code: 04619122

250 b

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This book treats the latest developments in the theory of order-restricted inference, with special attention to nonparametric methods and algorithmic aspects. Among the topics treated are current status and interval censoring models, competing risk models, and deconvolution. Methods of order restricted inference are used in computing maximum likelihood estimators and developing distribution theory for inverse problems of this type. The authors have been active in developing these tools and present the state of the art and the open problems in the field. The earlier chapters provide an introduction to the subject, while the later chapters are written with graduate students and researchers in mathematical statistics in mind. Each chapter ends with a set of exercises of varying difficulty. The theory is illustrated with the analysis of real-life data, which are mostly medical in nature.