STAT7336 - Nonparametric Curve Estimation

STAT 7336 Nonparametric Curve Estimation (3 semester credit hours) The course gives a unified account of modern nonparametric statistical methods for curve estimation. Topics include series estimation with emphasis on trigonometric series and wavelets; density estimation; nonparametric regression; filtering signals; time series analysis; survival analysis; handling modified and missing data; theoretical analysis based on rates and constants of the mean integrated squared error convergence; and non-series methods, including those based on kernels, local polynomials, nearest neighbors, and splines. Implementation of methods using a software package. Prerequisite: STAT 6331 or instructor consent required. (3-0) T