Verwandte Artikel zu Local Regression and Likelihood (Statistics and Computing)

Local Regression and Likelihood (Statistics and Computing) - Softcover

Buch 8 von 37: Statistics and Computing

Loader, Clive

 
9781475772586: Local Regression and Likelihood (Statistics and Computing)

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

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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.

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