Clive Loader
Springer New York
1999e druk, 1999
9780387987750
Local Regression and Likelihood
Specificaties
Gebonden, 290 blz.
|
Engels
Springer New York |
1999e druk, 1999
ISBN13: 9780387987750
Rubricering
Onderdeel van serie
Statistics and Computing
Levertijd ongeveer 8 werkdagen
Samenvatting
Separation of signal from noise is the most fundamental problem in data analysis, arising in such fields as: signal processing, econometrics, actuarial science, and geostatistics. This book introduces the local regression method in univariate and multivariate settings, with extensions to local likelihood and density estimation. Practical information is also included on how to implement these methods in the programs S-PLUS and LOCFIT.
Specificaties
ISBN13:9780387987750
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:290
Uitgever:Springer New York
Druk:1999
Serie:Statistics and Computing
Inhoudsopgave
The Origins of Local Regression.- Local Regression Methods.- Fitting with LOCFIT.- Local Likelihood Estimation.- Density Estimation.- Flexible Local Regression.- Survival and Failure Time Analysis.- Discrimination and Classification.- Variance Estimation and Goodness of Fit.- Bandwidth Selection.- Adaptive Parameter Choice.- Computational Methods.- Optimizing Local Regression.