Concentration inequalities and model selection : Ecole d'Eté de Probabilités de Saint-Flour XXXIII-2003 / Pascal Massart ; editor: Jean Picard
| Concentration inequalities and model selection : Ecole d'Eté de Probabilités de Saint-Flour XXXIII-2003 / Pascal Massart ; editor: Jean Picard |
| Autore | Massart, Pascal |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | XIV, 337 p. ; 24 cm |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
62F10 - Point estimation [MSC 2020] 62B10 - Statistical aspects of information-theoretic topics [MSC 2020] 62E17 - Approximations to statistical distributions (nonasymptotic) [MSC 2020] 62J02 - General nonlinear regression [MSC 2020] 94A17 - Measures of information, entropy [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 62G07 - Density estimation [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] |
| Soggetto non controllato |
Adaptive estimation
Concentration inequalities Empirical processes Information Information and communication, circuits Maxima Model selection Statistical learning |
| ISBN | 978-35-404-8497-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0060323 |
Massart, Pascal
|
||
| Berlin, : Springer, 2007 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Concentration inequalities and model selection : Ecole d'Eté de Probabilités de Saint-Flour XXXIII-2003 / Pascal Massart ; editor: Jean Picard
| Concentration inequalities and model selection : Ecole d'Eté de Probabilités de Saint-Flour XXXIII-2003 / Pascal Massart ; editor: Jean Picard |
| Autore | Massart, Pascal |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | XIV, 337 p. ; 24 cm |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 62B10 - Statistical aspects of information-theoretic topics [MSC 2020] 62E17 - Approximations to statistical distributions (nonasymptotic) [MSC 2020] 62F10 - Point estimation [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62G07 - Density estimation [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62J02 - General nonlinear regression [MSC 2020] 94A17 - Measures of information, entropy [MSC 2020] |
| Soggetto non controllato |
Adaptive estimation
Concentration inequalities Empirical processes Information Information and communication, circuits Maxima Model selection Statistical learning |
| ISBN | 978-35-404-8497-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00060323 |
Massart, Pascal
|
||
| Berlin, : Springer, 2007 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
| Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2015 |
| Descrizione fisica | XV, 286 p. ; 24 cm |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Adaptive estimation
Estimation with discrete observations Non-parametric estimation Parametric estimation of Lévy processes Spectral estimators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters IV. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101402 |
| Cham, : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
| Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2015 |
| Descrizione fisica | XV, 286 p. ; 24 cm |
| Soggetto topico |
60F05 - Central limit and other weak theorems [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Adaptive estimation
Estimation with discrete observations Non-parametric estimation Parametric estimation of Lévy processes Spectral estimators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters IV. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00101402 |
| Cham, : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||