All of nonparametric statistics.
This is a nicely written textbook oriented mainly to master level statistics and computer science students. The author provides wide a coverage of modern nonparametric methods including bootstrap, nonparametric delta method, nonparametric regression, density estimation, orthogonal function methods, minimax estimation, nonparametric confidence sets, and wavelets, without tackling any one topic in great detail. Though most proofs are omitted, the key ideas and basic proofs are carefully explained. Bibliographic remarks point the reader to references that contain further details. Each chapter is finished with useful exercises, alas without answers or hints. I find chapters 7 and 8 the most interesting, where the normal means models are discussed and amazingly applied to nonparametric inference. The book is also suitable for researchers in statistics, machine learning, and data mining. The estimating procedures under consideration are of practial importance, since the author always gives a confidence set or band together with an estimator. Contents: Chapter 1: Introduction; Chapter 2: Estimating the CDF and statistical functionals; Chapter 3: The bootstrap and the jackknife; Chapter 4: Smoothing: general concepts; Chapter 5: Nonparametric regression; Chapter 6: Density estimation; Chapter 7: Normal means and minimax theory; Chapter 8: Nonparametric inference using orthogonal functions; Chapter 9: Wavelets and other adaptive methods; Chapter 10: Other topics.
- A note on Bayesian nonparametric regression function estimation
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- Principles of nonparametric learning. Papers from the summer school, Udine, Italy, July 9--13, 2001
- Computing confidence intervals for log-concave densities
- On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example
- Confidence intervals for an ordinal effect size measure based on partially validated series
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
- Dual-semiparametric regression using weighted Dirichlet process mixture
- Solving linear optimization over arithmetic constraint formula
- Nonlinear multi-output regression on unknown input manifold
- Fuzzy record values
- Integrating quality into the nonparametric analysis of efficiency: a simulation comparison of popular methods
- Query-dependent ranking and its asymptotic properties
- Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications
- Concave regression: value-constrained estimation and likelihood ratio-based inference
- Near-optimality of linear recovery from indirect observations
- Parsimonious representation of nonlinear dynamical systems through manifold learning: a chemotaxis case study
- Quantile based tests for exponentiality against DMRQ and NBUE alternatives
- Non-local methods with shape-adaptive patches (NLM-SAP)
- Multiple testing of local maxima for detection of peaks in ChIP-Seq data
- Least squares after model selection in high-dimensional sparse models
- Nonparametric inference via bootstrapping the debiased estimator
- A two-sample nonparametric test for circular data -- its exact distribution and performance
- Marginal singularity and the benefits of labels in covariate-shift
- Robustness by reweighting for kernel estimators: an overview
- Bimonotone subdivisions of point configurations in the plane
- Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models
- Functional estimation of anisotropic covariance and autocovariance operators on the sphere
- A comment on Hansen's risk of James-Stein and Lasso shrinkage
- Variance reduction for Metropolis-Hastings samplers
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension
- Nonparametric bivariate density estimation for censored lifetimes
- Direct and approximately valid probabilistic inference on a class of statistical functionals
- Spectral convergence of probability densities for forward problems in uncertainty quantification
- Edgeworth expansions for network moments
- Adaptive log-density estimation
- Efficient nonparametric estimation of distribution for current status censoring
- Computational analysis of the behavior of stochastic volatility models with financial applications
- Modeling autoregressive fuzzy time series data based on semi-parametric methods
- A general approach to fuzzy regression models based on different loss functions
- Estimation of the volume under a ROC surface in presence of covariates
- Estimation of partially conditional average treatment effect by double kernel-covariate balancing
- Separable nonlinear least-squares parameter estimation for complex dynamic systems
- Group guided fused Laplacian sparse group Lasso for modeling Alzheimer's disease progression
- Analysing interrupted time series with a control
- Functional summaries of persistence diagrams
- The taut string approach to statistical inverse problems: theory and applications
- Nonparametric regression using deep neural networks with ReLU activation function
- Minimax optimal rates for Mondrian trees and forests
- Reduced bias nonparametric lifetime density and hazard estimation
- A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network
- Regression discontinuity designs, white noise models, and minimax
- Random walks and concurrent zero-knowledge
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
- Spectrally-truncated kernel ridge regression and its free lunch
- Functional, randomized and smoothed multivariate quantile regions
- A non-parametric model for fuzzy forecasting time series data
- Convergence of linear functionals of the Grenander estimator under misspecification
- Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis
- Prediction and calibration for multiple correlated variables
- Uniform confidence bands for nonparametric errors-in-variables regression
- Bagging of density estimators
- Global and local two-sample tests via regression
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation
- Outline analyses of the called strike zone in major league Baseball
- Empirical Bayes analysis of RNA sequencing experiments with auxiliary information
- On possibilistic representations of fuzzy intervals
- On polyhedral estimation of signals via indirect observations
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
- Generalized cluster trees and singular measures
- Classification with support vector machines and Kolmogorov-Smirnov bounds
- Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators
- Importance sampling and its optimality for stochastic simulation models
- Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
- An alternative distribution function estimation method using rational Bernstein polynomials
- Deconvolution for an atomic distribution
- A frequentist interpretation of probability for model-based inductive inference
- Optimal nonparametric estimation of the density of regression errors with finite support
- Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation
- From minimax shrinkage estimation to minimax shrinkage prediction
- Estimation of probability density function in the case of multiplicative noise
- Output-weighted and relative entropy loss functions for deep learning precursors of extreme events
- Data-driven optimal transport
- Finite mixture of generalized semiparametric models: variable selection via penalized estimation
- Global and local distance-based generalized linear models
- Empirical likelihood-based inference in nonlinear regression models with missing responses at random
- A maximum entropy fixed-point route choice model for route correlation
- FDR control of detected regions by multiscale matched filtering
- Local lagged adapted generalized method of moments and applications
- Robust estimation of complicated profiles using wavelets
- Minimum local distance density estimation
- Data-driven chance constrained stochastic program
- Discrete time rescaling theorem: Determining goodness of fit for discrete time statistical models of neural spiking
- Adaptive inference for the mean of a Gaussian process in functional data
- Optimal detection of heterogeneous and heteroscedastic mixtures
- Robust Causal Inference with Continuous Instruments Using the Local Instrumental Variable Curve
- Nonlinear image processing and filtering: a unified approach based on vertically weighted regression
- On certain integral operators associated with Hermite and Laguerre polynomials
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