danny_liu
我想学非参数统计，大家能推荐基本经典的书吗？最好有电子书，谢谢了：）
rtist
it depends on what is called 经典.
more traditional nonpar stat concentrates on properties of ranks;
more recent nonpar stat concentrates on smoothing, bootstrap, etc;
i don't think they overlap a lot.
yihui
没错，中文书中写光滑方法的非参数统计书貌似还很少，大多都是抱着关于“秩”的一套理论。
rtist
I believe Simonoff's book on smoothing is a good text.
redlou
Smoothing Methods in Statistics ？
rtist
[quote]引用第4楼redlou于2007-09-06 06:04发表的“”:
Smoothing Methods in Statistics ？[/quote]
yes. the 1996 book.
rtist
tibshirani, friedman & hastie's discussed many smoothing techniques used in machine learning.
efron & tibshirani's book and shao & tu's book have good discussion on bootstrap. (if you are really good in math, peter hall's book is another choice, although I don't think I can manage that.)
owen's book is probably the only one that is dedicated to empirical likelihood, which also has a chapter discussing other possibilities in nonparametric likelihood.
danny_liu
To: rtist and Mr xie,
thank you for your advice
redlou
rtist看过的书真多啊，我就是不睡觉也来不及看了
rtist
[quote]引用第8楼redlou于2007-09-06 06:55发表的“”:
rtist看过的书真多啊，我就是不睡觉也来不及看了[/quote]
其实都没细看过，只不过简单翻翻而已。
jeorc
all of nonparametric statistics. 入门性的书.
麦克法登
pagan and ullah amman :nonparametric econometric
Qi Li and jeff Racine: nonparametric econometrics,后者是去年新出的，非常全面
rtist
[quote]引用第10楼jeorc于2007-09-21 17:56发表的“”:
all of nonparametric statistics. 入门性的书.[/quote]
That's a good book. The material is not necessarily introductory level, but the book is written in an introductory style.
benzzhou
我觉得《经济、金融计量学中的非参数估计技术》这书还不错。有理论，例子，还有程序。
qfsyx
what about <nonparametric smoothing and lack-of-tests> by Jeffrey D.Hart?
larcenciel
[quote]引用第6楼rtist于2007-09-06 19:20发表的“”:
tibshirani, friedman & hastie's discussed many smoothing techniques used in machine learning.
efron & tibshirani's book and shao & tu's book have good discussion on bootstrap. (if you are really good in math, peter hall's book is another choice, although I don't think I can manage that.)
owen's book is probably the only one that is dedicated to empirical likelihood, which also has a chapter discussing other possibilities in nonparametric likelihood.[/quote]
very good description. But i don't think owen's book is a solo. NPMLE is still a hot topic in the field.
The book "functional nonparametric estimation" by prakasa rao is worth to read, though it seems a little bit "outdated"/
寻路人
同求
xubao97
陈希孺老师编的的非参书，上海科技出版社的。
kaidong
吴喜之翻译的《现代非参数统计》，内容比较新
chenxiangyi
有没有链接呀。。我也想学非参。。同时也对BAYESIAN很感兴趣。。两个方向都是入门。。希望搜点建议呀。。
