Buch, Englisch, 290 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 470 g
Reihe: Statistics and Computing
Buch, Englisch, 290 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 470 g
Reihe: Statistics and Computing
ISBN: 978-1-4757-7258-6
Verlag: Springer
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik Mathematik Stochastik
- Wirtschaftswissenschaften Wirtschaftswissenschaften Wirtschaftswissenschaften: Allgemeines
- Mathematik | Informatik EDV | Informatik Business Application Mathematische & Statistische Software
Weitere Infos & Material
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.
