+612 9045 4394
 
CHECKOUT
Hilbert Space Methods in Probability and Statistical Inference : Wiley Series in Probability and Statistics - Christopher G. Small

Hilbert Space Methods in Probability and Statistical Inference

Wiley Series in Probability and Statistics

Hardcover

Published: 1st April 1994
Ships: 7 to 10 business days
7 to 10 business days
RRP $763.99
$529.25
31%
OFF
or 4 easy payments of $132.31 with Learn more

Hilbert space methods are an alternative to the measure-theoretic definitions of random-variables. They are important in the theory of martingales and stochastic integration, as well as in interpolation and density estimation. Hilbert space techniques, which include bases, subspaces, projections and orthogonal decompositions, already pervade many areas of applied mathematics and statistics, such as regression analysis and stochastic processes. The purpose of this book is to explain the use of Hilbert space methods in probability and statistics. It demonstrates how these tools also cross the boundaries into the foundation of probability and statistics. They underlie and generalize standard notions of complete sufficiency, statistical inference censorship, and loss of information. The book has evolved from class notes and other material used from courses taught by the authors at the Universities of Waterloo and Toronto. Each chapter is supplemented by an extensive set of notes and problems.

Hilbert Spaces.

Probability Theory.

Estimating Functions.

Orthogonality and Nuisance Parameters.

Martingale Estimating Functions and Projected Likelihood.

Stochastic Integration and Product Integrals.

Estimating Functions and the Product Integral Likelihood for Continuous Time Stochastic Processes.

Hilbert Spaces and Spline Density Estimation.

Bibliography.

Index.

ISBN: 9780471592815
ISBN-10: 0471592811
Series: Wiley Series in Probability and Statistics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 270
Published: 1st April 1994
Country of Publication: US
Dimensions (cm): 23.9 x 16.15  x 1.82
Weight (kg): 0.47
Edition Number: 1