NSM

Course name: Nonparametric and Sequential Methods

Time: T Th 11:10am to 12:55pm

Venue: 705-706 in S N Bose Bhavan

Books:

All of Nonparametric Statistics by Larry Wasserman (LW)

Multivariate Density Estimation: Theory, Practice, and Visualization by David W Scott (DWS)

Nonparametric Statistical Inference by Jean Dickinson Gibbons and Subhabrata Chakraborti (GC)

Introduction to the Theory of Nonparametric Statistics by Ronald Herman Randles and Douglas Alan Wolfe (RW)

Links:

NP Statistics Using R 

KDE and kernels - 1, 2

more KDE - Section 2.2 for HOK, Sections 2.9 and 2.12 for data adaptive h

Parzen (1962)  and its extension to R^d

Epanechnikov's paper on product kernels

Curse of Dimensionality

Tutorial on NW regression by Larry Wasserman

Watson's paper in Sankhya A

Re-sampling techniques

Avi Wigderson -- "Randomness" and the related article

Assignments:

1 , 2 , 3 (ignore the two sample problems for now)

Evaluations:

MidSem

Quiz

EndSem