Numerical Analysis for Statisticians

• Κύριος συγγραφέας: Lange, Kenneth (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2010.
• Σειρά: Statistics and Computing,
• Θέματα: Probabilities.; Statistics.; Econometrics.; Economics.; Probability Theory and Stochastic Processes.; Statistics and Computing/Statistics Programs.

Every advance in computer architecture and software tempts statisticians to tackle numerically harder problems. To do so intelligently requires a good working knowledge of numerical analysis. This book equips students to craft their own software and to understand the advantages and disadvantages of...

Πίνακας περιεχομένων:

• Recurrence Relations
• Power Series Expansions
• Continued Fraction Expansions
• Asymptotic Expansions
• Solution of Nonlinear Equations
• Vector and Matrix Norms
• Linear Regression and Matrix Inversion
• Eigenvalues and Eigenvectors
• Singular Value Decomposition
• Splines
• Optimization Theory
• The MM Algorithm
• The EM Algorithm
• Newton’s Method and Scoring
• Local and Global Convergence
• Advanced Optimization Topics
• Concrete Hilbert Spaces
• Quadrature Methods
• The Fourier Transform
• The Finite Fourier Transform
• Wavelets
• Generating Random Deviates
• Independent Monte Carlo
• Permutation Tests and the Bootstrap
• Finite-State Markov Chains
• Markov Chain Monte Carlo
• Advanced Topics in MCMC.