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Local Regression and Likelihood : Statistics and Computing - Clive Loader

Local Regression and Likelihood

By: Clive Loader

Paperback | 11 September 2013

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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.

Other Editions and Formats

Hardcover

Published: 30th July 1999

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