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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.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.