Local Regression and Likelihood
Springer ebook
1999, XIV, 308 p., 68 illus., Hardcover
ISBN: 978-0-387-98775-0
About this book
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.
Written for:
Researchers, graduate students
Keywords:
Density Estimation
Local Likelihood
Local Regression
11楼给出的附件详细说明
【书名】 Local Regression and Likelihood
【作者】 Clive Loader
【出版社】Springer
【出版日期】1999
【文件格式】PDF
【文件大小】1.36MB
【页数】305
【ISBN出版号】0-387-98775-4
【资料类别】 专著
【市面定价】
【扫描版还是影印版】影印版
【是否缺页】否
【关键词】 局部回归 非参数估计 局部似然估计
【内容简介】 The core methodology of this book appears in Chapters 2 through 5.These chapters introduce 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 remaining chapters discuss a variety of applications and advanced topics: classification, survival data, bandwidth selection issues, computation and asymptotic theory. Largely, these chapters are independent of each other, so the reader can pick those of most interest.
目录:
1 The Origins of Local Regression 1
2 Local Regression Methods 15
3 Fitting with locfit 45
4 Local Likelihood Estimation 59
5 Density Estimation 79
6 Flexible Local Regression 101
7 Survival and Failure Time Analysis 119
8 Discrimination and Classification 139
9 Variance Estimation and Goodness of Fit 159
10 Bandwidth Selection 177
11 Adaptive Parameter Choice 195
12 Computational Methods 209
13 Optimizing Local Regression 223
A Installing locfit in R, S and S-Plus 239
B Additional Features: locfit in S 243
C c-locfit 251
D Plots fromc-locfit 257
【原创书评】
这本书是我跟着导师开始学习半参数和非参数计量经济学以来,看过的关于非参数、半参数估计和推断的专著的第五本书。它比较全面的总结了关于局部多项式回归的估计,检验和统计推断问题,以及局部似然方法在非参数估计和推断中的理论以及应用。看过这本书,使我对局部估计和局部似然方法的理论有了比较清晰的理解,而且其中的全部例子都是用S-plus程序写成,有程序包locfit可供下载,程序可以直接剪切下来在S-plus中运行,这对进一步理解书中的理论很有帮助。不足的是关于locfit程序包的说明不够详细,对于其中参数的设置一知半解,这妨碍了对该软件包的推广应用。(阅读时,我跳过了第七、第八章。)
【作者】 Clive Loader
【出版社】Springer
【出版日期】1999
【文件格式】PDF
【文件大小】1.36MB
【页数】305
【ISBN出版号】0-387-98775-4
【资料类别】 专著
【市面定价】
【扫描版还是影印版】影印版
【是否缺页】否
【关键词】 局部回归 非参数估计 局部似然估计
【内容简介】 The core methodology of this book appears in Chapters 2 through 5.These chapters introduce 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 remaining chapters discuss a variety of applications and advanced topics: classification, survival data, bandwidth selection issues, computation and asymptotic theory. Largely, these chapters are independent of each other, so the reader can pick those of most interest.
目录:
1 The Origins of Local Regression 1
2 Local Regression Methods 15
3 Fitting with locfit 45
4 Local Likelihood Estimation 59
5 Density Estimation 79
6 Flexible Local Regression 101
7 Survival and Failure Time Analysis 119
8 Discrimination and Classification 139
9 Variance Estimation and Goodness of Fit 159
10 Bandwidth Selection 177
11 Adaptive Parameter Choice 195
12 Computational Methods 209
13 Optimizing Local Regression 223
A Installing locfit in R, S and S-Plus 239
B Additional Features: locfit in S 243
C c-locfit 251
D Plots fromc-locfit 257
【原创书评】
这本书是我跟着导师开始学习半参数和非参数计量经济学以来,看过的关于非参数、半参数估计和推断的专著的第五本书。它比较全面的总结了关于局部多项式回归的估计,检验和统计推断问题,以及局部似然方法在非参数估计和推断中的理论以及应用。看过这本书,使我对局部估计和局部似然方法的理论有了比较清晰的理解,而且其中的全部例子都是用S-plus程序写成,有程序包locfit可供下载,程序可以直接剪切下来在S-plus中运行,这对进一步理解书中的理论很有帮助。不足的是关于locfit程序包的说明不够详细,对于其中参数的设置一知半解,这妨碍了对该软件包的推广应用。(阅读时,我跳过了第七、第八章。)
[此贴子已经被pine888于2008-3-18 23:33:14编辑过]