Otsenivanie Mnogomernykh Raspredeleniy I Ikh Smesey Po Nepolnym Dannym

Nastoyashchaya monografiya posvyashchena issledovaniyu slozhnykh neparametricheskikh otsenok funktsionalov ot mnogomernykh raspredeleniy po polnym i nepolnym zavisimym nablyudeniyam. V ney prodelan podrobnyy asimptoticheskiy analiz svoystv novykh otsenok funktsionalov vyzhivaniya i ikh smesey postroennykh pri pomoshchi kopul, a takzhe eksponentsial'nykh i mnozhitel'nykh struktur po zavisimym mnogomernym nablyudeniyam. Pri issledovanii asimptoticheskikh svoystv otsenok sushchestvenno ispol'zuyutsya metody sil'noy approksimatsii empiricheskikh protsessov gaussovskimi protsessami, metody martingalov.