Chapter 1 Introduction

The animations of these notes will not be displayed the first time they are browsed1. See for example Figure 1.1. To see them, click on the caption’s link “Application also available here. You will get a warning from your browser saying that “Your connection is not private”. Click in “Advanced” and allow an exception in your browser (I guarantee you I will not do anything evil!). The next time the animation will show up correctly within the notes.

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.


  1. The reason is because they are hosted at https websites with auto-signed SSL certificates.