Separation of signal from noise is the most fundamental problem in data analysis, arising in such fields as: signal processing, econometrics, actuarial science, and geostatistics. This book introduces the local regression method in univariate and multivariate settings, with extensions to local likelihood and density estimation. Practical information is also included on how to implement these methods in the programs S-PLUS and LOCFIT.
|Univariate Local Regression|
|Multivariate Local Regression|
|Local Likelihood Estimation|
|LOCFIT: Some additional methods Survival and Failure Time Analysis|
|Discrimination and Classification|
|Goodness of Fit|
|Adaptive Parameter Choice|
|Table of Contents provided by Publisher. All Rights Reserved.|
Series: Statistics and Computing
Number Of Pages: 290
Published: 30th July 1999
Publisher: Springer-Verlag New York Inc.
Country of Publication: US
Dimensions (cm): 24.13 x 15.88 x 1.91
Weight (kg): 0.54