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Local regression and likelihood /

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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...

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Bibliographic Details
Main Author: Loader, Clive
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York : Springer, 1999.
Series:Statistics and computing.
Subjects:
Regression analysis.
Estimation theory.
Analyse de régression.
Estimation, Théorie de l'
MATHEMATICS > Probability & Statistics > Regression Analysis.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Univariate Local Regression
  • Multivariate Local Regression
  • Local Likelihood Estimation
  • Density Estimation
  • LOCFIT: Some additional methods Survival and Failure Time Analysis
  • Discrimination and Classification
  • Goodness of Fit
  • Bandwidth Selection
  • Adaptive Parameter Choice
  • Computational Methods
  • Asymptotic Theory.