Density Estimation for Statistics and Data Analysis (Monographs on Statistics and Applied Probability) - Hardcover

Silverman, Bernard. W.

 
9780412246203: Density Estimation for Statistics and Data Analysis (Monographs on Statistics and Applied Probability)
Hardcover
ISBN 10: 0412246201 ISBN 13: 9780412246203
Publisher: Chapman and Hall/CRC, 1986

Synopsis

Although there has been a surge of interest in density estimation in recent years, much of the published research has been concerned with purely technical matters with insufficient emphasis given to the technique's practical value. Furthermore, the subject has been rather inaccessible to the general statistician. The account presented in this book places emphasis on topics of methodological importance, in the hope that this will facilitate broader practical application of density estimation and also encourage research into relevant theoretical work. The book also provides an introduction to the subject for those with general interests in statistics. The important role of density estimation as a graphical technique is reflected by the inclusion of more than 50 graphs and figures throughout the text. Several contexts in which density estimation can be used are discussed, including the exploration and presentation of data, nonparametric discriminant analysis, cluster analysis, simulation and the bootstrap, bump hunting, projection pursuit, and the estimation of hazard rates and other quantities that depend on the density. This book includes general survey of methods available for density estimation. The Kernel method, both for univariate and multivariate data, is discussed in detail, with particular emphasis on ways of deciding how much to smooth and on computation aspects. Attention is also given to adaptive methods, which smooth to a greater degree in the tails of the distribution, and to methods based on the idea of penalized likelihood.

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About the Author

Silverman, Bernard. W.

"About this title" may belong to another edition of this title.

Publisher
Chapman and Hall/CRC
Publication date
1986
Language
English
ISBN 10 
0412246201
ISBN 13 
9780412246203
Binding
Hardcover
Edition number
1
Number of pages
186