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Topic · Statistics & Econometrics

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Nonparametrics & Resampling

21 articles · 2 checkpoints · 11 deeper reads · 8 reference notes

A standalone topic: it is on no roadmap, so read it on its own terms.

Every article, in reading order

plant a flag as you finish each

Read these first

  1. 01Kernel Density Estimation

    A way to estimate the smooth probability density that generated a sample of data by placing a small bump on top of every observation and adding the bumps up, instead of forcing the data into rigid histogram bins.

  2. 02Permutation Tests

    A way to test whether an observed difference between two groups is real by repeatedly shuffling the group labels and seeing how often a difference that large shows up by chance alone, with no assumption about the shape of the underlying distribution.

Then the rest

  1. 03Spearman and Kendall Rank Correlation
  2. 04The Empirical Distribution Function
  3. 05The Kolmogorov-Smirnov Test
  4. 06The Wilcoxon Signed-Rank Test
  5. 07Bandwidth Selection for Smoothers
  6. 08Distance Correlation and Nonlinear Dependence
  7. 09Kernel Regression and the Nadaraya-Watson Estimator
  8. 10Local Polynomial Regression and LOESS
  9. 11Percentile and BCa Bootstrap Intervals
  10. 12Smoothing Splines
  11. 13The Wild Bootstrap
Reference notes8 short entries
  1. 14Histograms and Binning Choices
  2. 15The Sign Test and Median-Based Inference
  3. 16The Curse of Dimensionality in Smoothing
  4. 17The Kruskal-Wallis Test
  5. 18The Mann-Whitney U Test
  6. 19The Runs Test for Randomness
  7. 20Empirical Likelihood
  8. 21Subsampling and the m-out-of-n Bootstrap