Local Regression and Likelihood
Author:   Clive Loader
Publisher:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of the original 1st ed. 1999
ISBN:  

9781475772586


Pages:   290
Publication Date:   11 September 2013
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Local Regression and Likelihood


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Overview

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.

Full Product Details

Author:   Clive Loader
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of the original 1st ed. 1999
Dimensions:   Width: 15.50cm , Height: 1.70cm , Length: 23.50cm
Weight:   0.474kg
ISBN:  

9781475772586


ISBN 10:   1475772580
Pages:   290
Publication Date:   11 September 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

The Origins of Local Regression.- Local Regression Methods.- Fitting with LOCFIT.- Local Likelihood Estimation.- Density Estimation.- Flexible Local Regression.- Survival and Failure Time Analysis.- Discrimination and Classification.- Variance Estimation and Goodness of Fit.- Bandwidth Selection.- Adaptive Parameter Choice.- Computational Methods.- Optimizing Local Regression.

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