Introduction to Nonparametric Estimation

摘要

This book is a revised and extended version of a French book that appeared in 2004. It is a short and rigorous introduction to minimax results for estimators of densities and regression functions from independent observations. This is a more specific subject than the title suggests. In particular, the book does not cover empirical estimators and processes; these subjects are treated, for instance, in van der Vaart and Wellner (1996).