Introduction to nonparametric estimation /

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Bibliographic Details
Author / Creator:Tsybakov, A. B. (Alexandre B.)
Edition:English ed.
Imprint:New York : Springer, c2009.
Description:1 online resource (xii, 214 p.) : ill.
Language:English
Series:Springer series in statistics
Springer series in statistics.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8888127
Hidden Bibliographic Details
ISBN:9780387790527 (electronic bk.)
0387790527
9780387790510
0387790519
Notes:"The French edition of this work that is the basis of this work that is the basis of this expanded edition was translated by Vladimir Zaiats."--P. [i].
Includes bibliographical references (p. [203]-209) and index.
Summary:Presents basic nonparametric regression and density estimators and analyzes their properties. This book covers minimax lower bounds, and develops advanced topics such as: Pinsker's theorem, oracle inequalities, Stein shrinkage, and sharp minimax adaptivity.
Other form:Print version: Tsybakov, A.B. (Alexandre B.) Introduction to nonparametric estimation. New York : Springer, c2009 9780387790510 0387790519
Table of Contents:
  • Preface to the English Edition; Preface to the French Edition; Notation; Contents; Nonparametric estimators; Examples of nonparametric models and problems; Kernel density estimators; Fourier analysis of kernel density estimators; Unbiased risk estimation. Cross-validation density estimators; Nonparametric regression. The Nadaraya
  • Watson estimator; Local polynomial estimators; Projection estimators; Oracles; Unbiased risk estimation for regression; Three Gaussian models; Notes; Exercises; Lower bounds on the minimax risk; Introduction; A general reduction scheme.