Download PDF by Larry Wasserman: All of Nonparametric Statistics (Springer Texts in

By Larry Wasserman

ISBN-10: 0387306234

ISBN-13: 9780387306230

The objective of this article is to supply the reader with a unmarried e-book the place they could discover a short account of many, smooth themes in nonparametric inference. The e-book is aimed toward Master's point or Ph.D. point scholars in statistics, desktop technological know-how, and engineering. it's also appropriate for researchers who are looking to wake up to hurry fast on sleek nonparametric methods.

This textual content covers a variety of subject matters together with: the bootstrap, the nonparametric delta technique, nonparametric regression, density estimation, orthogonal functionality tools, minimax estimation, nonparametric self belief units, and wavelets. The booklet has a mix of equipment and concept.

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Additional resources for All of Nonparametric Statistics (Springer Texts in Statistics)

Example text

The frequency of one laser is the resonance frequency of mercury while the second has a different frequency. The estimates shown here are called regressograms, which is the regression version of a histogram. We divide the horizontal axis into bins and then we take the sample average of the Yi s in each bin. The smoothing parameter h is the width of the bins. As the binsize h decreases, the estimated regression function rn goes from oversmoothing to undersmoothing. 6 Example (Nonparametric binary regression).

6. The data are shown with small vertical lines. The estimates are from logistic regression (solid line), local likelihood (dashed line) and local linear regression (dotted line). The average of this loss is called the risk or mean squared error (mse) and is denoted by: mse = R(f (x), fn (x)) = E L(f (x), fn (x)) . 9) is the function fn which implicitly depends on the observed data. We will use the terms risk and mse interchangeably. A simple calculation (Exercise 2) shows that R f (x), fn (x) = bias2x + Vx where biasx = E(fn (x)) − f (x) is the bias of fn (x) and Vx = V(fn (x)) is the variance of fn (x).

2003) describe data from a light detection and ranging (LIDAR) experiment. LIDAR is used to monitor pollutants; see Sigrist (1994). 6 shows 221 observations. The response is the log of the ratio of light received from two lasers. The frequency of one laser is the resonance frequency of mercury while the second has a different frequency. The estimates shown here are called regressograms, which is the regression version of a histogram. We divide the horizontal axis into bins and then we take the sample average of the Yi s in each bin.

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All of Nonparametric Statistics (Springer Texts in Statistics) by Larry Wasserman


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