Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

AuthorLoader, Clive. author
TitleLocal Regression and Likelihood [electronic resource] / by Clive Loader
ImprintNew York, NY : Springer New York, 1999
Connect tohttp://dx.doi.org/10.1007/b98858
Descript XIV, 290 p. online resource

SUMMARY

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


CONTENT

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



Location



Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network

  line

facebook   instragram