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Use this tag to ask about the nature of nonparametric or parametric methods, or the difference between the two. Nonparametric methods generally rely on few assumptions about the underlying distributions, whereas parametric methods make assumptions that allow data to be described by a small number of parameters.
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Book on the Method of Sieves
I am seeking recommendations for a good book on the method of sieves, with clear explanations of its differences to the method of kernel, its statistical properties as well as its application.
The l …
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Nonparametric estimation of regression function: kernel estimation vs series estimation
Before talking about the two main factors for the choice between a kernel and a series method, it is important that you think about the intuition behind each method.
With the kernel method, you are …