Local Regression and Likelihood

Catherine Loader

ISBN 10: 1475772580 / ISBN 13: 9781475772586

Published by Springer New York Sep 2013, 2013

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -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. 290 pp. Englisch.

Seller Inventory # 9781475772586

Bibliographic Details

• Title: Local Regression and Likelihood
• Publisher: Springer New York Sep 2013
• Publication Date: 2013
• Language: English
• ISBN 10: 1475772580
• ISBN 13: 9781475772586
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 17D millimeters 235 millimeters width by 155 millimeters height by 17 millimeters depth
• Weight: 470 grams

About this title

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.