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＜電子ブック＞
Local Regression and Likelihood / by Clive Loader
(Statistics and Computing. ISSN:21971706)

版	1st ed. 1999.
出版者	(New York, NY : Springer New York : Imprint: Springer)
出版年	1999
本文言語	英語
大きさ	XIV, 290 p : online resource
著者標目	*Loader, Clive author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Mathematical statistics -- Data processing  全ての件名で検索 LCSH:Statistics  LCSH:Social sciences -- Mathematics  全ての件名で検索 FREE:Probability Theory FREE:Statistics and Computing FREE:Statistics in Business, Management, Economics, Finance, Insurance FREE:Mathematics in Business, Economics and Finance
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/b98858

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