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Catalogue Information
Field name	Details
Dewey Class	519.5
Title	Introduction to Nonparametric Estimation (EB) / by Alexandre B. Tsybakov.
Author	Tsybakov, Alexandre B.
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : Springer , 2009.
Physical Details	X, 214 pages : online resource.
Series	Springer Series in Statistics 0172-7397
ISBN	9780387790527
Note	"The French edition of this work that is the basis of this work that is the basis of this expanded edition was translated by Vladimir Zaiats."-- Page [i].
Summary Note	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.:
Contents note	Nonparametric estimators -- Lower bounds on the minimax risk -- Asymptotic efficiency and adaptation -- Appendix -- References -- Index.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/b13794
Links to Related Works	Subject References: Distribution (Probability theory) . Econometrics . Estimation theory . Mathematical Statistics . Nonparametric statistics . Optical pattern recognition . Probability and Statistics in Computer Science . Statistical Theory and Methods . Statistics . Authors: Tsybakov, Alexandre B. . See Also: Cybakov, Aleksandr B. . Cybakov, Aleksandr Borisovič . Corporate Authors: SpringerLink (Online service) . Series: Springer Series in Statistics . Classification: 519.5 .

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Introduction to Nonparametric Estimation

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