By Larry Wasserman

ISBN-10: 0387306234

ISBN-13: 9780387306230

The objective of this article is to supply the reader with a unmarried publication the place they could discover a short account of many, sleek subject matters in nonparametric inference. The publication is aimed toward Master's point or Ph.D. point scholars in information, computing device technology, and engineering. it's also appropriate for researchers who are looking to wake up to hurry speedy on sleek nonparametric methods.

This textual content covers quite a lot of issues together with: the bootstrap, the nonparametric delta approach, nonparametric regression, density estimation, orthogonal functionality equipment, minimax estimation, nonparametric self assurance units, and wavelets. The publication has a mix of equipment and conception.

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

Example text

D such that d(Dn , D) → 0 and F + n Dn ∈ F, lim T (F + n→∞ n Dn ) n − T (F ) − LF (Dn ) n → 0 and = 0. 7 Exercises 1. 22. 2. 4. 3. ) Generate 100 observations from a N(0,1) distribution. Compute a 95 percent confidence band for the cdf F . Repeat this 1000 times and see how often the confidence band contains the true distribution function. Repeat using data from a Cauchy distribution. 4. Let X1 , . . , Xn ∼ F and let Fn (x) be the empirical distribution function. For a fixed x, find the limiting distribution of Fn (x).

Find the influence 2. The following data were used to illustrate the bootstrap by Bradley Efron, the inventor of the bootstrap. The data are LSAT scores (for entrance to law school) and GPA. 43 Each data point is of the form Xi = (Yi , Zi ) where Yi = LSATi and Zi = GPAi . Find the plug-in estimate of the correlation coefficient. Estimate the standard error using (i) the influence function, (ii) the jackknife and (iii) the bootstrap. Next compute a 95 percent studentized pivotal bootstrap confidence interval.

Each data point Xi is a redshift,1 essentially the distance from us to a galaxy. 2. The full dataset is three-dimensional. We have extracted data along this pencil beam to make it one-dimensional. Our goal is to understand the distribution of galaxies. In particular, astronomers are interested in finding clusters of galaxies. Because the speed of light is finite, when we look at galaxies that are farther away we are seeing further back in time. By looking at how galaxies cluster as a function of redshift, we are seeing how galaxy clustering evolved over time.

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


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