Some of Nonparametric Statistics
Preface
This is a set of notes for a graduate nonparametrics course I have taught a few times at the University of South Carolina.
The map above charts the topics treated in this eBook, which I have entitled “Some of Nonparametric Statistics”, in deference to Larry Wasserman’s “All of Nonparametric Statistics” (Wasserman (2006)). I left the summit in the picture unlabeled to emphasize that I do not presume to have covered, in any sense, “all” of nonparametric statistics—not all that has been learned till now, and certainly not all that will be learned in the future.
I must forgive the presumption of Wasserman’s “all”, however, as my notes contain much that is adapted from his work, which served as a compass when I prepared this course. Another pointer to True North was the book “Introduction to Nonparametric Estimation” by Alexander Tsybakov (Tsybakov (2008)).
I am indebted to Tsybakov not only his book, but personally because of the forbearance he showed on an occasion he may (or may not) still remember. When I was a post-doc at the University of Mannheim I was put in charge of finding a room in which the visiting Tsybakov, traveling from Paris, would give a Chalkboard Talk to our research group. I handed off the task of booking the room to our secretary, and, tragically, when we arrived at the room, I found it possessed not the vast wall-spanning whiteboard I had imagined, but an easel-mounted one about the size of a bathroom mirror. So the venerable Tsybakov wrote, then erased, and then wrote and erased for an hour, presenting all the while very eloquently in spite of the diminutive canvas on which he was forced to cram his notations. To my relief he never expressed annoyance and was very kind to me throughout his visit. So, let warm appreciations emanate to the man Tsybakov for his book as much as for his equanimity.