Peter Hall对非参数函数估计与建模的贡献

Peter Hall’s contributions to nonparametric function estimation and modeling

Annals of Statistics · 2016
被引 11
ABS 4★

中文导读

本文概述了Peter Hall在非参数函数估计与建模方面的主要贡献,涵盖密度估计、回归、带宽选择、边界校正、形状约束推断、残差方差估计、小波估计、多元回归及应用,适合统计与计量经济学研究者了解其学术影响。

Abstract

Peter Hall made wide-ranging and far-reaching contributions to nonparametric modeling. He was one of the leading figures in the developments of nonparametric techniques with over 300 published papers in the field alone. This article gives a selective overview on the contributions of Peter Hall to nonparametric function estimation and modeling. The focuses are on density estimation, nonparametric regression, bandwidth selection, boundary corrections, inference under shape constraints, estimation of residual variances, analysis of wavelet estimators, multivariate regression and applications of nonparametric methods.

非参数统计密度估计非参数回归带宽选择