Welcome to CSI 979

Advanced Topics in Computational Statistics:

Multivariate Density Estimation

Spring, 1994

PostScript versions of all of the lectures, ASCII files of data, and other files are available.

Lecture 1: Preliminaries; basics of S-Plus; basics of object programming; working with multivariate data.

Lecture 2: Graphical displays of multivariate data; anomalies of higher dimensional data. Nonparametric inference; density estimation.

Lecture 3: Histograms; basic properties of density estimators (AMISE, etc.).

Lecture 4: More on histograms; bin width selection; multivariate histograms.

Lecture 5: More on bin width selection; cross validation; frequency polygons.

Lecture 6: Properties of frequency polygons; multivariate frequency polygons.

Lecture 7: Kernel density estimators.

Lecture 8: More on kernel density estimators.

Lecture 9 was a review.

Lecture 10: More on bandwidth selection for kernels.

Lecture 11: Transformations; projection pursuit; nonparametric regression.

Other Resources

The most important WWW repository of statistical stuff (datasets, programs, general information, connection to other sites, etc.) is StatLib Index at Carnegie Mellon.