Clive Loader

Local Regression and Likelihood

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Statistics and Computing
• Verlag: Springer / Springer New York / Springer, Berlin
• Softcover reprint of the original 1st ed. 1999
• Seitenzahl: 308
• Erscheinungstermin: 11. September 2013
• Englisch
• Abmessung: 235mm x 155mm x 17mm
• Gewicht: 474g
• ISBN-13: 9781475772586
• ISBN-10: 1475772580
• Artikelnr.: 40770789

Autorenporträt

Smoothing methods play an important role in many areas of statistics. This book explains how to implement these methods in several popular statistical programs including S-PLUS.

Inhaltsangabe

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.