Local Regression and Likelihood

Clive Loader (Autor)

Buch | Hardcover

290 Seiten

1999
Springer-Verlag New York Inc.
978-0-387-98775-0 (ISBN)

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Separation of signal from noise is the most fundamental problem in data analysis, and arises in many fields, for example, signal processing, econometrics, acturial science, and geostatistics. This book introduces the local regression method in univariate and multivariate settings, and extensions to local likelihood and density estimation. Basic theoretical results and diagnostic tools such as cross validation are introduced along the way. Examples illustrate the implementation of the methods using the LOCFIT software.

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.

Reihe/Serie	Statistics and Computing
Zusatzinfo	XIV, 290 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Informatik ► Office Programme ► Outlook
	Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-387-98775-4 / 0387987754
ISBN-13	978-0-387-98775-0 / 9780387987750
Zustand	Neuware