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Introduction À l'Estimation Non Paramétrique
Paperback
Series: Mathématiques Et Applications, Book 41
ISBN13: 9783540405924
Publisher: Springer Nature
Published: Sep 5 2003
Pages: 176
Weight: 0.61
Height: 0.41 Width: 6.14 Depth: 9.21
Language: French
La théorie de l'estimation non-paramétrique s'est développée considérablement ces deux dernières décennies, en se fixant pour objectif quelques thèmes principaux, en particulier, l'étude de l'optimalité des estimateurs et l'estimation adaptative. Ces deux thèmes occupent la place centrale dans le livre. Il s'agit de présenter, pour quelques modèles 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 théorème de Pinsker, les inégalités d'oracle, l'adaptation au sens minimax. Un chapitre est consacré à l'exposition détaillée des différentes techniques de minoration du risque minimax.
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