Introduction to Nonparametric Estimation

摘要

My reaction on seeing the title of this book was 'Nonparametric estimation of what?'. The answer is densities, regression functions and some closely related concepts such as Gaussian white noise models. As is often the case 'Introduction to' in the title may be interpreted here as 'a fairly advanced treatment of. The book is an updated translation of a French version that was published in 2003 and is based on lecture notes for a postgraduate course.