東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Estimation and Inference of Directio...

Fang, Zheng.

FindBook

Google Book

Amazon

博客來

Estimation and Inference of Directionally Differentiable Functions: Theory and Applications.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Estimation and Inference of Directionally Differentiable Functions: Theory and Applications./
作者:	Fang, Zheng.
面頁冊數:	183 p.
附註:	Source: Dissertation Abstracts International, Volume: 76-11(E), Section: A.
Contained By:	Dissertation Abstracts International76-11A(E).
標題:	Economics. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3709616
ISBN:	9781321852509

Estimation and Inference of Directionally Differentiable Functions: Theory and Applications.
Fang, Zheng.

Estimation and Inference of Directionally Differentiable Functions: Theory and Applications. - 183 p.

Source: Dissertation Abstracts International, Volume: 76-11(E), Section: A.

Thesis (Ph.D.)--University of California, San Diego, 2015.

This dissertation addresses a large class of irregular models in economics and statistics -- settings in which the parameters of interest take the form &phis;(theta 0), where &phis; is a known directionally differentiable function and theta 0 is estimated by thetan. Chapter 1 provides a tractable framework for conducting inference, Chapter 2 focuses on optimality of estimation, and Chapter 3 applies the developed theory to construct a test whether a Hilbert space valued parameter belongs to a convex set and to derive the uniform weak convergence of the Grenander distribution function -- i.e. the least concave majorant of the empirical distribution function -- under minimal assumptions.

ISBN: 9781321852509Subjects--Topical Terms:

517137
Economics.

Estimation and Inference of Directionally Differentiable Functions: Theory and Applications.
LDR:01593nmm a2200277 4500 001 2073737
005 20160926135148.5
008 170521s2015 ||||||||||||||||| ||eng d
020 $a 9781321852509
035 $a (MiAaPQ)AAI3709616
035 $a AAI3709616
040 $a MiAaPQ $c MiAaPQ
100 1 $a Fang, Zheng. $3 1277342
245 1 0 $a Estimation and Inference of Directionally Differentiable Functions: Theory and Applications.
300 $a 183 p.
500 $a Source: Dissertation Abstracts International, Volume: 76-11(E), Section: A.
500 $a Adviser: Andres Santos.
502 $a Thesis (Ph.D.)--University of California, San Diego, 2015.
520 $a This dissertation addresses a large class of irregular models in economics and statistics -- settings in which the parameters of interest take the form &phis;(theta 0), where &phis; is a known directionally differentiable function and theta 0 is estimated by thetan. Chapter 1 provides a tractable framework for conducting inference, Chapter 2 focuses on optimality of estimation, and Chapter 3 applies the developed theory to construct a test whether a Hilbert space valued parameter belongs to a convex set and to derive the uniform weak convergence of the Grenander distribution function -- i.e. the least concave majorant of the empirical distribution function -- under minimal assumptions.
590 $a School code: 0033.
650 4 $a Economics. $3 517137
650 4 $a Statistics. $3 517247
690 $a 0501
690 $a 0463
710 2 $a University of California, San Diego. $b Economics. $3 1022410
773 0 $t Dissertation Abstracts International $g 76-11A(E).
790 $a 0033
791 $a Ph.D.
792 $a 2015
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3709616