Introduction to Nonparametric Estimation
Language: English
Published by Springer, Humana Nov 2010, 2010
- Softcover
- New
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This item is printed on demand - Print on Demand Titel. Neuware -This is a revised and extended version of the French book. The main changes are in Chapter 1 where the former Section 1. 3 is removed and the rest of the material is substantially revised. Sections 1. 2. 4, 1. 3, 1. 9, and 2. 7. 3 are new. Each chapter now has the bibliographic notes and contains the exercises section. I would like to thank Cristina Butucea, Alexander Goldenshluger, Stephan Huckenmann, Yuri Ingster, Iain Johnstone, Vladimir Koltchinskii, Alexander Korostelev, Oleg Lepski, Karim Lounici, Axel Munk, Boaz Nadler, AlexanderNazin,PhilippeRigollet,AngelikaRohde,andJonWellnerfortheir valuable remarks that helped to improve the text. I am grateful to Centre de Recherche en Economie et Statistique (CREST) and to Isaac Newton Ins- tute for Mathematical Sciences which provided an excellent environment for nishing the work on the book. My thanks also go to Vladimir Zaiats for his highly competent translation of the French original into English and to John Kimmel for being a very supportive and patient editor. Alexandre Tsybakov Paris, June 2008 Preface to the French Edition The tradition of considering the problem of statistical estimation as that of estimation of a nite number of parameters goes back to Fisher. However, parametric models provide only an approximation, often imprecise, of the - derlying statistical structure. Statistical models that explain the data in a more consistent way are often more complex: Unknown elements in these models are, in general, some functions having certain properties of smoo- ness.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 228 pp. Englisch.…
Seller Inventory # 9781441927095
- Title
- Introduction to Nonparametric Estimation
- Author
- Alexandre B. Tsybakov
- Publisher
- Springer, Humana Nov 2010
- Publication year
- 2010
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 1441927093
- ISBN 13
- 9781441927095
- Item weight
- 353 grams
- Dimensions
- 235x155x13 mm
- Series
- Book 104 of 160: Springer Series in Statistics
This book will be a valuable reference for researchers in the eare of nonparametrics.
"Synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About the title" may belong to another edition of this title.
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