Luc's Library

Books on nonparametric estimation

Last update: Wed Feb 7 14:03:38 EST 2024

	Luc's library has now opened its web doors to all McGill University students. The library is in fact my office (room 300N, McConnell Engineering Building), and the books are a subset of my private collection. Any McGill student may borrow any book at any time!

Saab Abou-Jaoude	La convergence L1 et L$\infty$ de certains estimateurs d'une densité de probabilité (thèse de doctorat) [Google] Université Paris VI, Paris, 1977.
G. Bachman L. Narici E. Beckenstein	Fourier and Wavelet Analysis [Google] Springer-Verlag, New York, 2000.
M. Basseville I.V. Nikiforov	Detection of Abrupt Changes: Theory and Applications [Google] Prentice-Hall, Englewood Cliffs, NJ, 1993.
Benedikt Bauer	Statistische Aspekte der Schätzung von Ersatzmodellen und des Deep Learnings in hohen Dimensionen [Google] Darmstadt, Germany, 2017.
J. Benedetti	Kernel estimation of regression functions (Ph.D. dissertation) [Google] University of Washington, Seattle, 1974.
Alain Berlinet Christine Thomas-Agnan	Reproducing Kernel Hilbert Spaces in Probability and Statistics [Google] Kluwer Academic Publishers, Dordrecht, The Netherlands, 2004.
P. Berthet	Vitesses de recouvrement dans les lois fonctionnelles du logarithme itéré pour les incréments du processus empirique uniforme avec applications statistiques (thèse de doctorat) [Google] Université Paris VI, Paris, 1996.
G. Biau L. Devroye	Lectures on the Nearest Neighbor Method [Google] Springer-Verlag, New York, 2016.
D. Blanke	Estimation non paramétrique pour des processus à temps continu bruités ou partiellement observés (thèse de doctorat) [Google] Université Paris VI, Paris, 1997.
D. Bosq J.-P. Lecoutre	Théorie de l' Estimation Fonctionnelle [Google] Economica, Paris, 1987.
D. Bosq	Nonparametric Statistics for Stochastic Processes [Google] Springer-Verlag, New York, 1996.
Taoufik Bouezmarni	Smoothed histograms and asymmetric kernels estimation for density estimation [Google] 2004.
Ulisses M. Braga-Neto Edward R. Dougherty	Error Estimation for Pattern Recognition [Google] IEEE Press and Wiley, Piscataway, NJ, 2015.
L. Breiman J. H. Friedman R. A. Olshen C. J. Stone	Classification and Regression Trees [Google] Wadsworth International, Belmont, CA., 1984.
R. Cao-Abad	Aplicaciones y nuevos resultados del método bootstrap en la estimación no paramétrica de curvas (Ph.D. Dissertation) [Google] University of Santiago de Compostela, Spain, 1990.
M. Carbon	Inégalités de grandes déviations dans les processus. Applications à l'estimation fonctionnelle (Thèse de Doctorat) [Google] Université Paris VI, 1988.
Nicolo Cesa-Bianchi Gabor Lugosi	Prediction, Learning, and Games [Google] Cambridge University Press, New York, 2006.
C.K. Chui	An Introduction to Wavelets [Google] Academic Press, New York, 1992.
G. Collomb	Estimation non paramétrique de la regression par la méthode du noyau [Google] Université Paul sabatier, Montpellier, France, 1976.
Anirban DasGupta	Asymptotic Theory of Statistics and Probability [Google] Springer-Verlag, New York, 2008.
Paul Deheuvels	Estimation séquentielle de la densité. Problèmes de valeurs extr\^emes (thèse de doctorat) [Google] Université Paris VI, Paris, 1974.
M. Delecroix	Sur l'estimation et la prévision non-paramétrique des processus ergodiques [Google] Université des Sciences et Techniques de Lille Flandres-Artois, Villeneuve d'Ascq, France, 1987.
L. Devroye L. Györfi	Nonparametric Density Estimation: The L1 View [Google] John Wiley, New York, 1985.
L. Devroye L. Györfi	Nonparametric Density Estimation: The L1 View [Google] John Wiley, New York, 1985.
L. Devroye	A Course in Density Estimation [Google] Birkhäuser, Boston, 1987.
L. Devroye L. Györfi	Nonparametric Density Estimation: The L1 View [Google] Mir, Moscow, USSR, 1988.
L. Devroye L. Györfi G. Lugosi	A Probabilistic Theory of Pattern Recognition [Google] Springer-Verlag, New York, 1996.
L. Devroye G. Lugosi	Combinatorial Methods in Density Estimation [Google] Springer-Verlag, New York, 2001.
Y. Dodge (ed)	Statistical Data Analysis based on the L1 Norm and Related Methods [Google] North-Holland, Amsterdam, 1987.
M. Dror P. L'Ecuyer F. Szidarovszky (eds)	Modeling Uncertainty [Google] Kluwer Academic Publishers, Dordrecht, The Netherlands, 2002.
Sam Efromovich	Nonparametric Curve Estimation: Methods, Theory and Applications [Google] Springer-Verlag, New York, 1999.
Sam Efromovich	Nonparametric Curve Estimation: Methods, Theory and Applications [Google] Springer-Verlag, New York, 1999.
P.P.B. Eggermont V.N. LaRiccia	Maximum Penalized Likelihood Estimation Volume I: Density Estimation [Google] Springer-Verlag, New York, 2001.
R.L. Eubank	Spline Smoothing and Nonparametric Regression [Google] Marcel Dekker, New York, 1988.
Paola Gloria Ferrario	Local variance Estimation for Uncensored and Censored Observations [Google] Springer Vieweg, Stuttgart, 2012.
A.-L. Fougères	Estimation non paramétrique de densités unimodales et de fonctions de dépendance (thèse de doctorat) [Google] Universit\e Paul Sabatier, Toulouse, france, 1996.
Evarist Giné Richard Nickl	Mathematical Foundations of Infinite-Dimensional Statistical Models [Google] Cambridge University Press, Cambridge, UK, 2016.
Siegfried Graf Harald Luschgy	Foundations of Quantization for Probability Distributions [Google] Springer-Verlag, Berlin, 2000.
Wlodimierz Greblicki Miroslaw Pawlak	Nonparametric System Identification [Google] Cambridge University Press, Cambridge, 2008.
P. Groeneboom J.A. Wellner	Information Bounds and Nonparametric Maximum Likelihood Estimation [Google] Birkhäuser, Basel, 1992.
Piet Groeneboom Geurt Jongbloed	Nonparametric Estimation under Shape Constraints: Estimators, Algorithms and Asymptotics [Google] Cambridge University Press, Cambridge, 2014.
L.F. Guseman (ed)	Proceedings of the NASA Workshop on Density Estimation and Function Smoothing [Google] NASA/Johnson Space Center, Houston, TX, 1982.
L. Györfi (ed.)	Principles of Nonparametric Learning [Google] Springer-Verlag, Wien, 2002.
L. Gyorfi W. Härdle P. Sarda P. Vieu	Nonparametric Curve Estimation from Time Series [Google] Springer-Verlag, New York, 1989.
L. Györfi M. Kohler A. Krzyzak H. Walk	A Distribution-Free Theory of Conparametric Regression [Google] Springer-Verlag, New York, 2002.
Laszlio Gyorfi Gyorgy Ottucsak Harro Walk	Machine Learning for Financial Engineering [Google] Imperial College Press, London, 2012.
W. Härdle	Applied Nonparametric Regression [Google] Cambridge University Press, Cambridge, 1990.
W. Härdle G. Kerkyacharian D. Picard A. Tsybakov	Wavelets, Approximation and Statistical Applications [Google] Springer Lecture Notes in Statistics, New York, 1998.
J. Hart	Nonparametric Smoothing and Lack-of-Fit Tests [Google] Springer-Verlag, New York, 1997.
T. Hastie R.J. Tibshirani	Generalized Additive Models [Google] Chapman and Hall, London, U.K., 1990.
E. Hernández G. Weiss	A First Course on Wavelets [Google] CRC Press, Boca Raton, 1996.
D. Husmeier	Neural Networks for Conditional Probability Estimation [Google] Springer-Verlag, London, 1999.
S. Igari	Real Analysis-With an Introduction to Wavelet Theory [Google] American Mathematical Society, Providence, RI, 1998.
S. Jaffard Y. Meyer R.D. Ryan	Wavelets Tools for Science and Technology [Google] SIAM, Philadelphia, 2001.
Fan, J. Gijbels, I.	Local Polynomial Modelling and Its Applications [Google] Chapman and Hall, London, 1996.
E. Kaelin	Comparaison entre l'estimation paramétrique et l'estimation non-paramétrique à noyau pour une densité normale et pour une densité normale contaminée (Thése de doctorat) [Google] Université de Neuchatel, Switzerland, 1987.
J. Klemelä	Estimation of Densities and Functionals of Densities with Spherical Data (Ph.D. dissertation) [Google] Rolf Nevalinaa Institute, Helsinki, 1997.
M. Kohler	Nichtparametrische Regressionsschätzung mit Splines (Ph.D. dissertation) [Google] Mathematisches Institut A der Universität Stuttgart, Stuttgart, 1997.
A.P. Korostelev A.B. Tsybakov	Minimax Theory of Image Reconstruction [Google] Springer-Verlag, New York, 1993.
Ludmila I. Kuncheva	Combining Pattern Classifiers Methods and Algorithms [Google] John Wiley, New York, 2004.
S.Y. Kung	Kernel Methods and Machine Learning [Google] Cambridge University Press, Cambridge, UK, 2014.
J.-P. Lecoutre P. Tassi	Statistique Non Paramétrique et Robustesse [Google] Economica, Paris, 1987.
A.K. Louis P. Maass A. Rieder	Wavelets: Theory and Applications [Google] Wiley, Chichester, 1997.
Y. Meyer	Wavelets and Operators [Google] Cambridge University Press, Cambridge, UK, 1992.
Y. Meyer	Wavelets: Algorithms and Applications [Google] SIAM, Philadelphia, 1993.
H.G. Müller	Nonparametric Regression Analysis of Longitudinal Data [Google] Springer Verlag, Berlin, 1988.
E.A. Nadaraya	Nonparametric Estimation of Probability Density and Regression Curve [Google] The Publishing Office of Tbilisi University, Tbilisi, USSR, 1983.
E.A. Nadaraya	Nonparametric Estimation of Probability Densities and Regression Curves [Google] Kluwer Academic Publishers, Boston, 1989.
I.A. Nevelson R.Z. Has'minskii	Stochastic Approximation and Recursive Estimation [Google] American Mathematical Society, Providence, RI, 1973.
Odile Pons	Inequalities in Analysis and Probability [Google] World Scientific, Singapore, 2011.
Odile Pons	Functional Estimation for Density, Regression Models and Processes [Google] World Scientific, Singapore, 2011.
B.L.S. Prakasa Rao	Nonparametric Functional Estimation [Google] Academic Press, New York, 1983.
J.O. Ramsay B.W. Silverman	Functional Data Analysis [Google] Springer-Verlag, New York, 1997.
G. Roussas (ed)	Nonparametric Functional Estimation and Related Topics [Google] Kluwer Academic Publishers, Dordrecht, 1991.
O.G. J\o rsboe L. Mejlbro	The Carleson-Hunt Theorem on Fourier Series [Google] Springer Verlag, Berlin, 1982.
D.W. Scott	Multivariate Density Estimation [Google] John Wiley, New York, 1992.
B.W. Silverman	Density Estimation for Statistics and Data Analysis [Google] Chapman and Hall, London, 1986.
Jeffrey Simonoff	Smoothing Methods in Statistics [Google] Springer-Verlag, New York, 1996.
Ewa Skubalska-Rafajlowicz	Krzywe wypelniajace w rozwiazywaniu wielowymiarowych problemow decyzyjnych [Google] Oficyna Wydawnicza Politechniki Wrclawskiej, Wroclaw, Poland, 2001.
W. Strasser	Asymptotic Normality and Consistency of Orthogonal Polynomial Density Estimators [Google] Universität München, München, 1990.
R.A. Tapia J.R. Thompson	Nonparametric Probability Density Estimation [Google] Johns Hopkins University Press, Baltimore, 1978.
A. Tenbusch	Nonparametric Curve Estimation with Bernstein Estimates [Google] Universitätsverlag Rasch, Osnabrück, 1995.
J.R. Thompson R.A. Tapia	Nonparametric Function Estimation, Modeling, and Simulation [Google] SIAM, Philadelphia, 1990.
Alexandre B. Tsybakov	Introduction à l'estimation non paramétrique [Google] Springer-Verlag, Berlin, 2004.
Alexandre B. Tsybakov	Introduction to Nonparametric Estimation [Google] Springer-Verlag, New York, 2009.
S. van de Geer	Applications of Empirical Process Theory [Google] Cambridge University Press, Cambridge, 2000.
B. van Es	Aspects of Nonparametric Density Estimation (Ph.D. Dissertation) [Google] University of Amsterdam, 1988.
J. M. Vidal Sanz	Consistencia universal de los estimadores delta [Google] Ph.D. dissertation, Universidad Carlos III de Madrid, 1999.
M.P. Wand	On nonparametric curve estimation and discrimination (Ph.D. dissertation) [Google] Australian National University, Canberra, 1988.
M.P. Wand M.C. Jones	Kernel Smoothing [Google] Chapman and Hall, London, 1995.
W. Wertz	Statistical Density Estimation: A Survey [Google] Vandenhoeck and Ruprecht, Gottingen, 1978.

Contact

Luc Devroye
School of Computer Science
McGill University
Montreal, Canada H3A 2K6
lucdevroye@gmail.com
http://cg.scs.carleton.ca/~luc