Description

Nonparametric Estimation

This book offers a fresh introductory overview of nonparametric statistics, accessible already at a master's level. Only basic knowledge in Probability and parametric estimation is necessary for understanding this very clear and detailed textbook.

It aims at clarifying the methods used in building curve estimators, and presenting the general tools used to assert the good performances of the proposed strategies. Two ways of reading are possible : on one hand, one can focus on practical ideas, alongside with elementary Matlab programs for their implementation ; on the other, it presents rigorous results with theoretical proofs, ranging from the simplest ones to some more elaborated matters.

Thereby, starting naturally from elementary concepts in Probability and Statistics, the reader can progressively familiarize himself with all of the research topics in this domain, making this book very well suited for both master students - the book also provides exercises and corrected problems in order to reinforce the knowledge - and young researchers interested in the topic.