15.5 Nonparametric Curve Estimation
For quite a few years now, work on nonparametric methodology has switched decisively in what is referred to as nonparametric curve estimation. Such estimation includes estimation of d.f.'s, of p.d.f.'s or functions thereof, regression functions, etc. The empirical d.f. is a case of nonparametric estimation of a d.f., although there are others as well. In this section, we are going to describe briefly a way of estimating nonparametrically a p.d.f., and record some of the (asymptotic) desirable properties of the proposed estimate. Also, the problem of estimating, again nonparametrically, a regression function will be discussed very briefly. There is already a huge statistical literature in this area, and research ...
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