Introduction to nonparametric estimation
Methods of nonparametric estimation are located at the core of modern statistical science. The aim of this book is to give a short but mathematically self-contained introduction to the theory of nonparametric estimation. The emphasis is on the construction of optimal estimators; therefore the concep...
Guardat en:
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| Altres autors: | |
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edició: | 1st ed. 2009. |
| Col·lecció: | Springer Series in Statistics
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| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Introduction to nonparametric estimation, Alexandre B. Tsybakov, 2009, New York, Springer, 1 vol. (XII-214 p.), Springer series in statistics, 978-0-387-79051-0 |
| Sumari: | Methods of nonparametric estimation are located at the core of modern statistical science. The aim of this book is to give a short but mathematically self-contained introduction to the theory of nonparametric estimation. The emphasis is on the construction of optimal estimators; therefore the concepts of minimax optimality and adaptivity, as well as the oracle approach, occupy the central place in the book. This is a concise text developed from lecture notes and ready to be used for a course on the graduate level. The main idea is to introduce the fundamental concepts of the theory while maintaining the exposition suitable for a first approach in the field. Therefore, the results are not always given in the most general form but rather under assumptions that lead to shorter or more elegant proofs. The book has three chapters. Chapter 1 presents basic nonparametric regression and density estimators and analyzes their properties. Chapter 2 is devoted to a detailed treatment of minimax lower bounds. Chapter 3 develops more advanced topics: Pinsker's theorem, oracle inequalities, Stein shrinkage, and sharp minimax adaptivity. |
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| Descripció de l’ítem: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografia: | Bibliogr.p. 201-207. Index |
| ISBN: | 9780387790527 (PDF) |
| ISSN: | 2197-568X |
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