Local Regression and Likelihood

• Main Author: Loader, Clive (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 1999.
• Series: Statistics and Computing,
• Subjects: Mathematics.; Economics, Mathematical.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistics and Computing/Statistics Programs.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.

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...

Table of Contents:

• 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.