Introduction to Nonparametric Estimation (repost)
Alexandre B. Tsybakov, "Introduction to Nonparametric Estimation"
English | 2008 | ISBN: 0387790519, 1441927093 | 224 pages | PDF | 1.6 MB
English | 2008 | ISBN: 0387790519, 1441927093 | 224 pages | PDF | 1.6 MB
A classic and often-cited work on the theory of nonparametric statistics, translated from the French.
Be aware: this is a pure theory book, for graduate students in mathematical statistics. Despite its name, it is NOT the book you want, if you just want to learn how to perform a Mann-Whitney or Kolmogorov-Smirnov test.
From the web:
Presents basic nonparametric regression and density estimators and analyzes their properties. This book covers minimax lower bounds, and develops advanced topics such as: Pinsker's theorem, oracle inequalities, Stein shrinkage, and sharp minimax adaptivity.