Lecture

Nonparametric Statistics: Estimation and Optimization

Description

This lecture covers nonparametric statistics, focusing on estimating the distribution without assuming a parametric form. Topics include empirical distribution functions, consistency without assumptions, kernel density estimators, bandwidth selection, and the bias-variance tradeoff. The instructor discusses the plug-in principle, optimal bandwidth selection, and the asymptotic risk of kernel density estimators.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_ke96dt3n

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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