Local Regression and Likelihood

• Κύριος συγγραφέας: Loader, Clive (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 1999.
• Σειρά: Statistics and Computing,
• Θέματα: Mathematics.; Economics, Mathematical.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistics and Computing/Statistics Programs.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.
• Φυσική περιγραφή: XIV, 290 p. online resource.
• ISBN: 9780387227320
• ISSN: 1431-8784

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.