Titlebook: All of Nonparametric Statistics; Larry Wasserman Book 2006 Springer-Verlag New York 2006 Excel.Parametric statistics.STATISTICA.WholePage.

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Abstraction and Further Reflection,Let . be a distribution with probability density . = . and let . be an . sample from .. The goal of . is to estimate . with as few assumptions about . as possible. We denote the estimator by .. As with nonparametric regression, the estimator will depend on a smoothing parameter . and choosing . carefully is important.

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Introduction,In this chapter we briefly describe the types of problems with which we will be concerned. Then we define some notation and review some basic concepts from probability theory and statistical inference.

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Estimating the CDF and Statistical Functionals,The first problem we consider is estimating the .. By itself, this is not a very interesting problem. However, it is the first step towards solving more important problems such as estimating statistical functionals.

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