Applied Nonparametric and Modern Statistics

Applied Nonparametric and Modern Statistics

In this web page you will find

Class outline:
  1. Introduction [PDF, LaTeX]
  2. Overview of various smoothers [PDF, LaTeX, R-code]
    1. Parametric smoothers [LaTeX]
    2. Bin smoothers [LaTeX]
    3. Running mean/moving average smoothers [LaTeX]
    4. Kernel smoothers and some asymtotic results [LaTeX]
    5. Linear Smoother [LaTeX]
  3. Local Regression [PDF, LaTeX, R-code]
    1. Bibliography [LaTeX]
  4. Splines [PDF, LaTeX, R-code]
    1. Linear Spaces (Parametric vs. Nonparametric) [LaTeX]
    2. Local Polynomials [LaTeX]
    3. Splines [LaTeX]
    4. Natural Smoothing Splines [LaTeX]
    5. Bibliography [LaTeX]
  5. Resampling methods: Bias, Variance, and their trade-off [PDF, LaTeX, R-code]
    1. Bias-Variance Trade-off [LaTeX]
    2. Cross Validation: Choosing smoothness parameters [LaTeX]
    3. Bootstrap Standard Errors and Confidence Sets [LaTeX]
  6. Connections [PDF, LaTeX, R-code, Splus5-code]
    1. Linear Smoothers: Influence, Variance, and Degrees of Freedom [LaTeX]
    2. Smoothing and Penalized Least Squares [LaTeX]
    3. Eigen analysis and spectral smoothing [LaTeX]
    4. Economical Bases: Wavelets and REACT estimators [LaTeX]
    5. Bayesian Model for Cubic Splines [LaTeX]
    6. Mixed Models and Splines [LaTeX]
  7. High Dimensional Problems [PDF, LaTeX, Splus5-code]
    1. Projection Pursuit [LaTeX]
    2. Additive Models [LaTeX]
    3. Classification and Regression Tress (CART) [LaTeX]
      (guest lecturer: Ingo) [Data, code]
  8. Generalized Models [PDF, LaTeX, Splus5-code]
    1. Generalized Additive Models (GAM) [LaTeX]
    2. Local Likelihood [LaTeX]
  9. Model Selection [PDF LaTeX]
    1. Mallow's Cp [LaTeX]
    2. Information Criteria (e.g. AIC) [LaTeX]
    3. Posterior Probability Criteria (e.g. BIC) [LaTeX]
  10. Introduction to Time Series Analysis [PDF, LaTeX]
    1. Stationarity
    2. Auto-correlation function
    3. Spectral analysis


Sample LaTeX document


Books that are referenced often
Computer Resources
For this class you will need to learn:

Class General Info
Class Information:

Last updated: 3/19/2001