Code: 07119532

Introduction à l'estimation non paramétrique

Name: Introduction à l'estimation non paramétrique
Brand: Springer, Berlin
SKU: 07119532
Price: 40.14 EUR
Availability: InStock
Author: Alexandre B. Tsybakov
ISBN: 9783540405924

by Alexandre B. Tsybakov

Language: French
Binding: Paperback
Number of pages: 176
Publisher: Springer, Berlin, 2003
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La théorie de l'estimation non-paramétrique s'est développée considérablement ces deux derničres décennies, en se fixant pour objectif quelques thčmes principaux, en particulier, l'étude de l'optimalité des estimateurs et l'estimation adaptative. Ces deux thčmes occupent la place centrale dans le livre. Il s'agit de présenter, pour quelques modčles et exemples simples, les idées principales de l'estimation non-paramétrique. Quelques sujets abordés sont: les méthodes de noyaux, de projection et de polynômes locaux, vitesses optimales de convergence, le théorčme de Pinsker, les inégalités d'oracle, l'adaptation au sens minimax. Un chapitre est consacré ŕ l'exposition détaillée des différentes techniques de minoration du risque minimax.