Kernel Smoothing

1. Auflage 1994
ISBN: 978-0-412-55270-0
Verlag: Chapman and Hall/CRC

Buch, Englisch, 226 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 514 g

Reihe: Chapman & Hall/CRC Monographs on Statistics and Applied Probability

Kernel smoothing refers to a general methodology for recovery of underlying structure in data sets.The basic principle is that local averaging or smoothing is performed with respect to a kernel function.

This book provides uninitiated readers with a feeling for the principles, applications, and analysis of kernel smoothers. This is facilitated by the authors' focus on the simplest settings, namely density estimation and nonparametric regression.
They pay particular attention to the problem of choosing the smoothing parameter of a kernel smoother, and also treat the multivariate case in detail.

Kernel Smoothing is self-contained and assumes only a basic knowledge of statistics, calculus, and matrix algebra. It is an invaluable introduction to the main ideas of kernel estimation for students and researchers from other discipline and provides a comprehensive reference for those familiar with the topic.

More information on the book, and the accompanying R package can be found here.

Zielgruppe

Professional and Professional Practice & Development

Autoren/Hrsg.

Wand, M. P.

Jones, M. C.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Datenanalyse, Datenverarbeitung

Inhaltsverzeichnis

Introduction

Univariate kernel density estimation

Bandwith selectionMultivariate kernel density estimation

Kernel regression

Selected extra topic

Appendices

Über Autor(innen)

M.P. Wand, M.C. Jones