Recent Advances and Trends in Nonparametric Statistics

✍ Scribed by Michael G. Akritas and Dimitris N. Politis (Eds.)

• Publisher: JAI Press
• Year: 2003
• Tongue: English
• Leaves: 470
• Edition: 1
• Category: Library

✦ Synopsis

The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection of short articles - most of which having a review component - describing the state-of-the art of Nonparametric Statistics at the beginning of a new millennium.

Key features:

. algorithic approaches
. wavelets and nonlinear smoothers
. graphical methods and data mining
. biostatistics and bioinformatics
. bagging and boosting
. support vector machines
. resampling methods

✦ Table of Contents

Content:
Preface, Pages v-vi, Michael G. Akritas, Dimitris N. Politis
An Introduction to Support Vector Machines, Pages 3-17, Bernhard Schölkopf
Bagging, Subagging and Bragging for Improving some Prediction Algorithms, Pages 19-34, Peter Bühlmann
Data Compression by Geometric Quantization, Pages 35-46, Nkem-Amin Khumbah, Edward J. Wegman
Functional data analysis in evolutionary biology, Pages 49-60, Nancy E. Heckman
Functional nonparametric statistics: A double infinite dimensional framework, Pages 61-76, F. Ferraty, Ph. Vieu
Nonparametric Models for ANOVA and ANCOVA: A Review, Pages 79-91, Michael G. Akritas, Edgar Brunner
Isotonic Additive Interaction Models, Pages 93-107, Ilya Gluhovsky
A nonparametric alternative to analysis of covariance, Pages 109-120, Arne Bathke, Edgar Brunner
Assessing structural relationships between distributions — a quantile process approach based on Mallows distance, Pages 123-137, G. Freitag, A. Munk, M. Vogt
Almost sure representations in survival analysis under censoring and truncation. Applications to goodness-of-fit tests, Pages 139-151, R. Cao, W. González Manteiga, C. Iglesias Pérez
Data Depth: Center-Outward Ordering of Multivariate Data and Nonparametric Multivariate Statistics, Pages 155-167, Regina Y. Liu
Visual exploration of data through their graph representations, Pages 169-180, George Michailidis
Inference for nonsmooth regression curves and surfaces using kernel-based methods, Pages 183-201, I. Gijbels
Nonparametric smoothing methods for a class of non-standard curve estimation problems, Pages 203-215, O. Linton, E. Mammen
Weighted Local Linear Approach to Censored Nonparametric Regression, Pages 217-231, Zongwu Cai
Adaptive quantile regression, Pages 235-250, S.A. van de Geer
Set estimation: An overview and some recent developments, Pages 251-264, Antonio Cuevas, Alberto Rodríguez-Casal
Nonparametric methods for heavy tailed vector data: A survey with applications from finance and hydrology, Pages 265-279, Mark M. Meerschaert, Hans-Peter Scheffler
Nonparametric Methods in Continuous-Time Finance: A Selective Review, Pages 283-302, Zongwu Cai, Yongmiao Hong
Nonparametric Estimation in a Stochastic Volatility Model, Pages 303-313, Jürgen Franke, Wolfgang Härdle, Jens-Peter Kreiss
Dynamic nonparametric filtering with application to volatility estimation, Pages 315-333, Ming-Yen Cheng, Jianqing Fan, Vladimir Spokoiny
A normalizing and variance-stabilizing transformation for financial time series, Pages 335-347, Dimitris N. Politis
Biostochastics and nonparametrics: Oranges and Apples?, Pages 351-365, Pranab Kumar Sen
Some Issues Concerning Length-biased Sampling in Survival Analysis, Pages 367-375, M. Asgharian, David B. Wolfson
Covariate Centering and Scaling in Varying-Coefficient Regression with Application to Longitudinal Growth Studies, Pages 377-391, Colin O. Wu, Kai F. Yu, Vivian W.S. Yuan
Directed Peeling and Covering of Patient Rules, Pages 393-407, Michael LeBlanc, James Moon, John Crowley
Statistical Analysis of Survival Models with Bayesian Bootstrap, Pages 411-420, Jaeyong Lee, Yongdai Kim
On optimal variance estimation under different spatial subsampling schemes, Pages 421-436, Daniel J. Nordman, Soumendra N. Lahiri
Locally Stationary Processes and the Local Block Bootstrap, Pages 437-444, Arif Dowla, Efstathios Paparoditis, Dimitris N. Politis
Spectral Analysis and a Class of Nonstationary Processes, Pages 447-450, Murray Rosenblatt
Curve estimation for locally stationary time series models, Pages 451-466, Rainer Dahlhaus
Assessing Spatial Isotropy, Pages 467-475, Michael Sherman, Yongtao Guan, James A. Calvin
Automatic landmark registration of 1D curves, Pages 479-495, Jérémie Bigot
Stochastic Multiresolution Models for Turbulence, Pages 497-509, B. Whitcher, J.B. Weiss, D.W. Nychka, T.J. Hoar
Author Index, Pages 511-512