Some statistical models with discontinuities

Some statistical models with discontinuities

The large sample asymptotics in statistical models with discontinuities

LAP Lambert Academic Publishing ( 2010-06-04 )

€ 49,00

Buy at the MoreBooks! Shop

In this study, a variety of statistical models of regression type is considered. In some models observations are to be added by the respective design points if the latter are observable. Our models contain discontinuities of the response functions. In the case of a one-dimensional factor - an input variable - these discontinuities are presented by some change points. In the multivariate factor models, the discontinuities become functions. In either case, the principal objective of the statistical estimation is this discontinuity, a point or a function. Another feature of our models is that they may include a nuisance parameter. Typically, the dimension of the nuisance parameter grows proportionally to the number of observations. The nuisance parameter can be deterministic or stochastic. In the latter case, it is governed by a stochastic process. The statistical analysis in our study is asymptotical as the sample size increases to infinity.

Book Details:

ISBN-13:

978-3-8383-6945-7

ISBN-10:

3838369459

EAN:

9783838369457

Book language:

English

By (author) :

Veera Holdai
Aleksander Korostelev

Number of pages:

96

Published on:

2010-06-04

Category:

Theory of probability, stochastics, mathematical statistics