Nonparametric Functional Estimation
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Nonparametric Functional Estimation is a compendium of papers, written by experts, in the area of nonparametric functional estimation. This book attempts to be exhaustive in nature and is written both for specialists in the area as well as for students of statistics taking courses at the postgraduate level. The main emphasis throughout the book is on the discussion of several methods of estimation and on the study of their large sample properties. Chapters are devoted to topics on estimation of density and related functions, the application of density estimation to classification problems, and the different facets of estimation of distribution functions. Statisticians and students of statistics and engineering will find the text very useful.
Table of Contents
Preface
List of Notation
1. Estimation of Functional
1.0. Introduction
1.1. Estimability of Functionals
1.2. Necessary and Sufficient Conditions for the Existence of Unbiased Estimators of Functionals
1.3. Asymptotic Efficiency of Estimators of Functionals
Bibliographical Notes
Problems
2. Density Estimation (Univariate Case)
2.0. Introduction
2.1. The Method of Kernels
2.2. The Method of Orthogonal Series
2.3. The Method of Histograms with Fixed Partition
2.4. The Method of Histograms with Random Partition
2.5. The Method of Histosplines
2.6. The Method of Penalty Functions
2.7. The Method of Fourier Inversion
2.8. The Method of Delta Sequences
2.9. A Bayesian Approach
2.10. Comparison of Different Methods
2.11. Optimal Density Estimation
2.12. Invariant Density Estimation
Bibliographical Notes
Problems
3. Density Estimation (Multivariate Case)
3.0. Introduction
3.1. The Method of Kernels
3.2. The Method of Nearest Neighbors
3.3. The Method of Orthogonal Series
3.4. The Method of Delta Sequence
3.5. The Method of Stochastic Approximation
3.6. Further Topics
Bibliographical Notes
Problems
4. Estimation of Functionals Related to Density
4.0. Introduction
4.1. Estimation of Derivatives of a Density
4.2. Estimation of Regression Function
4.3. Estimation of Failure Rate
4.4. Estimation of Functionals of Density and Its Derivatives
4.5. Estimation of Mode
4.6. Further Topics
Bibliographical Notes
Problems
5. Sequential and Recursive Estimation
5.0. Introduction
5.1. Recursive Estimation
5.2. Sequential Estimation
Bibliographical Notes
Problems
6. Estimation for Stochastic Processes
6.1. Discrete Time Stationary Markov Processes
6.2. Discrete Time Stationary φ-Mixing Processes
6.3. Continuous Time Stationary Markov Processes
6.4. Diffusion Processes
Bibliographical Notes
Problems
7. Estimation Under Order Restrictions
7.0. Introduction
7.1. Estimation of Unimodal Density
7.2. Estimation for Distributions with Monotone Failure Rates
7.3. Further Topics
Bibliographical Notes
Problems
8. Nonparametric Discrimination
8.0. Introduction
8.1. Bayes Risk Consistency
8.2. Nearest Neighbor Rules
8.3. Histogram Method for Classification
Bibliographical Notes
Problems
9. Estimation of a Distribution Function
9.0. Introduction
9.1. Estimation by the Method of Rao-Blackwellization
9.2. Estimation by the Method of Kernels
9.3. Estimation by the Method of Stochastic Approximation
9.4. Estimation of a Distribution Function from Incomplete Observations (Univariate Case)
9.5. Estimation in the Competing Risks Problem
9.6. Estimation of a Distribution Function from Incomplete Observations (Bivariate Case)
Bibliographical Notes
Problems
10. Estimation of a Mixing Distribution
10.0. Introduction
10.1. Estimation for Finite Mixtures
10.2. Estimation for Arbitrary Mixtures
Bibliographical Notes
Problems
11. Bayes Estimation
11.0. Introduction
11.1. Estimation of a Distribution Function
11.2. Estimation of a Distribution Function from Incomplete Data
11.3. Estimation of a Symmetric Distribution Function
11.4. Estimation of a Functional of a Distribution Function
Bibliographical Notes
Problems
References
Author Index
Subject Index
Product details
- No. of pages: 538
- Language: English
- Copyright: © Academic Press 1983
- Published: January 28, 1983
- Imprint: Academic Press
- eBook ISBN: 9781483269238
About the Author
B. L. S. Prakasa Rao
About the Editors
Z. W. Birnbaum
E. Lukacs
Affiliations and Expertise
Bowling Green State University
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