Constrained Statistical Inference: Inequality, Order, and Shape Restrictions by Mervyn J. Silvapulle, Pranab Kumar Sen

Constrained Statistical Inference: Inequality, Order, and Shape Restrictions Mervyn J. Silvapulle, Pranab Kumar Sen ebook
Page: 560
Publisher: Wiley-Interscience
ISBN: 0471208272, 9780471208273
Format: pdf

Constraints will also be considered. Order-restricted inference has been studied in the frequentist framework (see, e.g., Constrained statistical inference: Order, inequality, and shape constraints. (21) Constrained Statistical Inference: Inequality, Order , and Shape Restrictions, M. This work is also of interest to the field of order-restricted statistical inference, where projections of Sen, Constrained statistical inference, Wiley Series in Probability and Statistics, Wiley-Interscience Inequality, order, and shape restrictions. Silvapulle MJ, Sen PK: Constrained Statistical Inference: Inequality, Order, and Shape Restrictions. Where the inequality θ ≥ 0 holds componentwise. Wiley InterScience, New York, 2004, 532 pages. More complicated characterizations using either second-order conditions (as . Where inequality constraints are imposed on the first two derivatives of the regression Order Restricted Statistical Inference . Further constraints on the signal, no Euclidean confidence ball can have a diameter of order However, we bridge this gap via statistical inference about the best ing candidate estimators satisfy uniformly an oracle inequality similar to . This volumes focuses on the theory of statistical inference under inequality constraints, providing a unified and up-to-date treatment of the methodology. Constrained Statistical Inference: Inequality, Order, and Shape Restrictions by Mervyn J. Frequently, economic theory places shape restrictions on functional relationships between eco- nomic variables . Ness conditions or shape restrictions in case of nonparametric function estimation. Privilege to work closely with someone who enjoys statistical inference as much sional argument subject to a shape-restriction (convexity). Hoboken, NJ, John Wiley & Sons, 2005.