Local Regression and Likelihood

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Local Regression and Likelihood

Local Regression and Likelihood

Name: Local Regression and Likelihood
ISBN: 9780387987750

Clive Loader

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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 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.

類別:

Mathematics

年:

1999

版本:

出版商:

Springer

語言:

english

頁數:

305

ISBN 10: