ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Nonparametic estimation and testing

Teacher

DIVOL Vincent

Department: Statistics

References

L. Devroye: A Course in Density Estimation. Birkhauser, Boston, 1987.

E. Giné, R. Nickl: Mathematical Foundations of Infinite-Dimensional Statistical Models, Cambridge University Press, 2015
A.Nemirovski: Topics in non-parametric statistics. Ecole d'Eté de Probabilités de Saint-Flour XXVIII – 1998. Lecture Notes in Mathematics, v.1738. Springer, 2000.
A.B.Tsybakov: Introduction to Nonparametric Estimation. Springer, New York, 2009.
L. Wasserman: All of Nonparametric Statistics. Springer, New York, 2006.