Introduction to Nonparametric Estimation

• Main Author: Tsybakov, Alexandre B. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2009.
• Series: Springer Series in Statistics,
• Subjects: Statistics.; Mathematical statistics.; Pattern recognition.; Probabilities.; Econometrics.; Statistical Theory and Methods.; Probability and Statistics in Computer Science.; Pattern Recognition.; Signal, Image and Speech Processing.; Probability Theory and Stochastic Processes.

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...

Table of Contents:

• Nonparametric estimators
• Lower bounds on the minimax risk
• Asymptotic efficiency and adaptation.