Anton Schick – författare

This book provides a comprehensive and balanced treatment of both classical and modern methods in nonparametric inference. It begins with foundational topics such as order statistics, ranks, and confidence intervals for medians and percentiles before progressing to distribution-free tests, robust estimators, regression quantiles and U-statistics. Advanced topics include nonparametric density and regression estimation, model diagnostics, empirical likelihood, and survival analysis, including nonparametric Bayesian and maximum likelihood estimators. The book uniquely integrates these topics into a single resource, making it distinct from other texts in the field.Key Features:A balanced blend of classical methods (e.g., rank and sign tests) and modern techniques (e.g., bootstrap, empirical likelihood, and nonparametric regression).Comprehensive coverage of nonparametric density and regression estimation, model diagnostics, and survival analysis, including Bayesian and maximum likelihood approaches.Unique inclusion of empirical likelihood inference, a broadly applicable and essential methodology for contemporary graduate courses.Numerous exercises and notes at the end of chapters to reinforce concepts and provide historical context.Designed for both teaching and reference, offering up-to-date techniques in nonparametric inference.This text is ideal for a two-semester course on nonparametric inference for graduate students in statistics, applied mathematics, machine learning, and computer science. It also serves as a valuable reference for researchers and practitioners interested in nonparametric methods. Its comprehensive scope, including empirical likelihood, nonparametric Bayes, and bootstrap methodologies, makes it a unique resource. Notes at the end of each chapter provide insights into the chronological development of the field, while numerous exercises help reinforce the concepts and methodologies presented.

This book provides a comprehensive and balanced treatment of both classical and modern methods in nonparametric inference. It begins with foundational topics such as order statistics, ranks, and confidence intervals for medians and percentiles before progressing to distribution-free tests, robust estimators, regression quantiles and U-statistics. Advanced topics include nonparametric density and regression estimation, model diagnostics, empirical likelihood, and survival analysis, including nonparametric Bayesian and maximum likelihood estimators. The book uniquely integrates these topics into a single resource, making it distinct from other texts in the field.Key Features: A balanced blend of classical methods (e.g., rank and sign tests) and modern techniques (e.g., bootstrap, empirical likelihood, and nonparametric regression). Comprehensive coverage of nonparametric density and regression estimation, model diagnostics, and survival analysis, including Bayesian and maximum likelihood approaches. Unique inclusion of empirical likelihood inference, a broadly applicable and essential methodology for contemporary graduate courses. Numerous exercises and notes at the end of chapters to reinforce concepts and provide historical context. Designed for both teaching and reference, offering up-to-date techniques in nonparametric inference. This text is ideal for a two-semester course on nonparametric inference for graduate students in statistics, applied mathematics, machine learning, and computer science. It also serves as a valuable reference for researchers and practitioners interested in nonparametric methods. Its comprehensive scope, including empirical likelihood, nonparametric Bayes, and bootstrap methodologies, makes it a unique resource. Notes at the end of each chapter provide insights into the chronological development of the field, while numerous exercises help reinforce the concepts and methodologies presented.

This book provides a comprehensive and balanced treatment of both classical and modern methods in nonparametric inference. It begins with foundational topics such as order statistics, ranks, and confidence intervals for medians and percentiles before progressing to distribution-free tests, robust estimators, regression quantiles and U-statistics. Advanced topics include nonparametric density and regression estimation, model diagnostics, empirical likelihood, and survival analysis, including nonparametric Bayesian and maximum likelihood estimators. The book uniquely integrates these topics into a single resource, making it distinct from other texts in the field.Key Features: A balanced blend of classical methods (e.g., rank and sign tests) and modern techniques (e.g., bootstrap, empirical likelihood, and nonparametric regression). Comprehensive coverage of nonparametric density and regression estimation, model diagnostics, and survival analysis, including Bayesian and maximum likelihood approaches. Unique inclusion of empirical likelihood inference, a broadly applicable and essential methodology for contemporary graduate courses. Numerous exercises and notes at the end of chapters to reinforce concepts and provide historical context. Designed for both teaching and reference, offering up-to-date techniques in nonparametric inference. This text is ideal for a two-semester course on nonparametric inference for graduate students in statistics, applied mathematics, machine learning, and computer science. It also serves as a valuable reference for researchers and practitioners interested in nonparametric methods. Its comprehensive scope, including empirical likelihood, nonparametric Bayes, and bootstrap methodologies, makes it a unique resource. Notes at the end of each chapter provide insights into the chronological development of the field, while numerous exercises help reinforce the concepts and methodologies presented.

This volume highlights Prof. Hira Koul’s achievements in many areas of Statistics, including Asymptotic theory of statistical inference, Robustness, Weighted empirical processes and their applications, Survival Analysis, Nonlinear time series and Econometrics, among others. Chapters are all original papers that explore the frontiers of these areas and will assist researchers and graduate students working in Statistics, Econometrics and related areas. Prof. Hira Koul was the first Ph.D. student of Prof. Peter Bickel. His distinguished career in Statistics includes the receipt of many prestigious awards, including the Senior Humbolt award (1995), and dedicated service to the profession through editorial work for journals and through leadership roles in professional societies, notably as the past president of the International Indian Statistical Association. Prof. Hira Koul has graduated close to 30 Ph.D. students, and made several seminal contributions in about 125 innovative research papers. The long list of his distinguished collaborators is represented by the contributors to this volume.