Sam Efromovich Knihy

This book gives a systematic, comprehensive, and unified account of modern nonparametric statistics of density estimation, nonparametric regression, filtering signals, and time series analysis. The companion software package, available over the Internet, brings all of the discussed topics into the realm of interactive research. Virtually every claim and development mentioned in the book is illustrated with graphs which are available for the reader to reproduce and modify, making the material fully transparent and allowing for complete interactivity.

Focusing on nonparametric curve estimation, this book addresses challenges posed by missing and modified data, including scenarios of missing at random and not at random, as well as issues like truncation, censoring, and measurement errors commonly found in survival analysis. It introduces a universal nonparametric series E-estimator, grounded in the concept of estimating a population mean from a sample mean. The straightforward methodology is supported by asymptotic theory, demonstrating the E-estimator's superiority over other estimators.