A short course on nonparametric curve estimation
MSc in Applied Mathematics at EAFIT University (Colombia)
Eduardo García Portugués
Chapter 1 Introduction
This course is intended to provide an introduction to nonparametric estimation of the density and regression functions from, mostly, the perspective of kernel smoothing. The emphasis is placed in building intuition behind the methods, gaining insights into their asymptotic properties, and showing their application through the use of statistical software.