Local Regression and Likelihood

Paperback Engels 2013 9781475772586
Verwachte levertijd ongeveer 9 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

ISBN13:9781475772586
Taal:Engels
Bindwijze:paperback
Aantal pagina's:290
Uitgever:Springer New York
Druk:0

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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.

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        Local Regression and Likelihood