Kernel smoothing refers to a general methodology for recovery of the underlying structure in data sets without the imposition of a parametric model. The main goal of this book is to develop the reader’s intuition and mathematical skills required for a comprehensive understanding of kernel smoothing, and hence smoothing problems in general. To describe the principles, applications and analysis of kernel smoothers the authors concentrate on the simplest nonparametric curve estimation setting, namely density and regression estimation. Special attention is given to the problem of choosing the smoothing parameter.par For the study of the book only a basic knowledge of statistics, calculus and matrix algebra is assumed. In its role as an introductory text this book does make some sacrifices. It does not completely cover the vast amount of research in the field of kernel smoothing. But the bibliographical notes at the end of each chapter provide a comprehensive, up-to-date reference for those readers which are more familiar with the topic. (Source:

References in zbMATH (referenced in 672 articles , 1 standard article )

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  1. Chen, Nan; Majda, Andrew J.: Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions (2018)
  2. Davies, Tilman M.; Baddeley, Adrian: Fast computation of spatially adaptive kernel estimates (2018)
  3. Kakizawa, Yoshihide: Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation (2018)
  4. Schellhase, Christian; Spanhel, Fabian: Estimating non-simplified vine copulas using penalized splines (2018)
  5. Ziane, Yasmina; Zougab, Nabil; Adjabi, Smail: Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data (2018)
  6. Adriano Zambom and Michael Akritas: NonpModelCheck: An R Package for Nonparametric Lack-of-Fit Testing and Variable Selection (2017)
  7. Bagkavos, D.; Patil, P.N.: A new test of independence for bivariate observations (2017)
  8. Bauer, Ulrich; Munk, Axel; Sieling, Hannes; Wardetzky, Max: Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals (2017)
  9. Bott, A.-K.; Felber, T.; Kohler, M.; Kristl, L.: Estimation of a time-dependent density (2017)
  10. Eftekharian, A.; Razmkhah, M.: On estimating the distribution function and odds using ranked set sampling (2017)
  11. Kakizawa, Yoshihide; Igarashi, Gaku: Inverse gamma kernel density estimation for nonnegative data (2017)
  12. Koláček, Jan; Horová, Ivana: Bandwidth matrix selectors for kernel regression (2017)
  13. Liu, Yang; Hannig, Jan: Generalized fiducial inference for logistic graded response models (2017)
  14. Marta Sestelo, Nora M. Villanueva, Luis Meira-Machado, Javier Roca-Pardiñas: npregfast: An R Package for Nonparametric Estimation and Inference in Life Sciences (2017)
  15. Mzyk, Grzegorz; Wachel, Paweł: Kernel-based identification of Wiener-Hammerstein system (2017)
  16. Nguyen, Linh; Holčapek, Michal; Novák, Vilém: Multivariate fuzzy transform of complex-valued functions determined by monomial basis (2017)
  17. Phillips, Peter C.B.; Li, Degui; Gao, Jiti: Estimating smooth structural change in cointegration models (2017)
  18. Reyes, Miguel; Francisco-Fernández, Mario; Cao, Ricardo: Bandwidth selection in kernel density estimation for interval-grouped data (2017)
  19. Savchuk, Olga Y.; Hart, Jeffrey D.: Fully robust one-sided cross-validation for regression functions (2017)
  20. Armiento, Aurora; Doumic, Marie; Moireau, Philippe; Rezaei, H.: Estimation from moments measurements for amyloid depolymerisation (2016)

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