Department of Statistics
University of California, Santa Barbara
ANDREW V. CARTER



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Instructor

Drew Carter:  carter @ pstat
Office Hours:  Monday 1:30-2:30 and Thursday 12-1 in South Hall 5507

TA

Yihua Jiang :  jiang @ pstat

Textbook

Eubank, Randall (1999) Nonparametric Regression and Spline Smoothing. Second Edition.

Supplemental Texts

  • Efromovich, Sam (1999) Nonparametric Curve Estimation - Methods, Theory, and Applications.
  • Bruce, Andrew and Hong-Ye Gao (1996) Applied Wavelet Analysis with S-Plus.
  • Burrus, Sidney, Ramesh Gopinath, and Haitao Guo (1998) Introduction to Wavelets and Wavelet Transforms  - A Primer.
  • Bowman, Adrian and Adelchi Azzalini (2004) Applied Smoothing Techniques for Data Analysis - The Kernel Approach with S-Plus Illustrations.
  • Wasserman, Larry (2006) All of Nonparametric Statistics.
  •  Hastie, Trevor, Robert Tibshirani, and Jerome Friedman (2001) The Elements of Statistical Learning - Data Mining, Inference, and Prediction.

Topics

We are seeking an overview of some different approaches to the nonparametric regression problem principally including
  1. Orthogonal series estimators
  2. Kernel and local linear methods
  3. Smoothing Splines
See the Lectures page for a detailed list of topics.

Assignments

All assignements and solutions will be available on the Assignments page.

There will be 3 or 4 problem sets and a large project at the end of the term.
 



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Any questions about this page should be directed to Prof.Carter.
Last updated on 4/1/2008