Nonparametric Density Estimation

Abstract

This electronic book on nonparametric and semiparametric models was written by Wolfgang Hardle, Marlene Muller, Stefan Sperlich and Axel Werwatz in 2004 and is made available online in conjunction with Springer. It is based upon courses that the authors taught at several universities. The book covers the methodological aspects of nonparametric function estimation for cross-sectional data and semiparametric regression models, including histograms; kernel density estimates; nonparametric estimators of regression function; generalised linear model; single index models; generalised partial linear models; generalised additive models; and computational algorithms for the models. The book is available in HTML and PDF formats; the PDF version cannot be printed.