Books on nonparametric estimation

Last update: Tue Apr 18 11:49:31 EDT 2017


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.

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 [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.

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.

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

Functional Estimation for Density, Regression Models and Processes [Google]
World Scientific, Singapore, 2011.

Odile Pons

Inequalities in Analysis and Probability [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