Local Regression and Likelihood (Statistics and Computing) - Hardcover

Loader, Catherine

 
9780387987750: Local Regression and Likelihood (Statistics and Computing)

Synopsis

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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9781475772586: Local Regression and Likelihood (Statistics and Computing)

Featured Edition

ISBN 10:  1475772580 ISBN 13:  9781475772586
Publisher: Springer, 2013
Softcover