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Efficient and Adaptive Estimation for Semiparametric Models

Efficient and Adaptive Estimation for Semiparametric Models

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Springer Nature
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N/A
Part Number
0
GTIN
9780387984735
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New
Product Description

This book is about estimation in situations where we believe we have enough knowledge to model some features of the data parametrically, but are unwilling to assume anything for other features. Such models have arisen in a wide variety of contexts in recent years, particularly in economics, epidemiology, and astronomy. The complicated structure of these models typically requires us to consider nonlinear estimation procedures which often can only be implemented algorithmically. The theory of these procedures is necessarily based on asymptotic approximations.

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