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Orthonormal Series Estimators

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Orthonormal Series Estimators - Pons, Odile
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The approximation and the estimation of nonparametric functions by projections on an orthonormal basis of functions are useful in data analysis. This book presents series estimators defined by projections on bases of functions, they extend the estimators of densities to mixture models, deconvolution and inverse problems, to semi-parametric and nonparametric models for regressions, hazard functions and diffusions. They are estimated in the Hilbert spaces with respect to the distribution function of the regressors and their ...

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Orthonormal Series Estimators 2020, World Scientific Publishing Co Pte Ltd, Singapore

ISBN-13: 9789811210686

Hardcover