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Local Regression and Likelihood

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ISBN-10: 0387987754

ISBN-13: 9780387987750

Edition: 1999

Authors: Clive Loader, J. Chambers, W. Eddy, W. Haerdie, S. Sheather

List price: $179.99
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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.
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Book details

List price: $179.99
Copyright year: 1999
Publisher: Springer New York
Publication date: 7/30/1999
Binding: Hardcover
Pages: 290
Size: 6.14" wide x 9.21" long x 0.30" tall
Weight: 2.970
Language: English

Introduction
Univariate Local Regression
Multivariate Local Regression
Local Likelihood Estimation
Density Estimation
LOCFIT: Some additional methods Survival and Failure Time Analysis
Discrimination and Classification
Goodness of Fit
Bandwidth Selection
Adaptive Parameter Choice
Computational Methods
Asymptotic Theory