Local Regression and Likelihood [electronic resource] /

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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Detalhes bibliográficos
Principais autores: Loader, Clive. author., SpringerLink (Online service)
Formato: Texto biblioteca
Idioma:eng
Publicado em: New York, NY : Springer New York, 1999
Assuntos:Mathematics., Economics, Mathematical., Probabilities., Statistics., Probability Theory and Stochastic Processes., Statistics and Computing/Statistics Programs., Statistics for Business/Economics/Mathematical Finance/Insurance., Quantitative Finance.,
Acesso em linha:http://dx.doi.org/10.1007/b98858
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