Local Regression and Likelihood (Statistics and Computing)

Loader, Catherine

ISBN 10: 0387987754 / ISBN 13: 9780387987750

Published by Springer, 1999

About this Item

Seller Inventory # Shelfdream0387987754

Bibliographic Details

• Title: Local Regression and Likelihood (Statistics and Computing)
• Publisher: Springer
• Publication Date: 1999
• Language: English
• ISBN 10: 0387987754
• ISBN 13: 9780387987750
• Binding: Hardcover
• Condition: new

About this title

Synopsis

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.