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Local Regression and Likelihood by Clive Loader
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Description

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.
Release date Australia
September 11th, 2013
Author
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 1999
Illustrations
XIV, 290 p.
Pages
290
Dimensions
155x235x17
ISBN-13
9781475772586
Product ID
22343218

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