Estimation in Nonparametric Models

Estimation methods studied in this chapter are useful for nonparametric models as well as for parametric models in which the parametric model assumptions might be violated (so that robust estimators are required) or the number of unknown parameters is exceptionally large. Some such methods have been introduced in Chapter 3; for example, the methods that produce UMVUE's in nonparametric models, the U- and V-statistics, the LSE's and BLUE's, the Horvitz-Thompson estimators, and the sample (central) moments.