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AuthorLoader, Clive. author
TitleLocal Regression and Likelihood [electronic resource] / by Clive Loader
ImprintNew York, NY : Springer New York, 1999
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Descript XIV, 290 p. online resource


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


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

Mathematics Economics Mathematical Probabilities Statistics Mathematics Probability Theory and Stochastic Processes Statistics and Computing/Statistics Programs Statistics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance


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