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Field name	Details
Dewey Class	519.2
Title	Local Regression and Likelihood ([EBook] /) / by Clive Loader.
Author	Loader, Clive
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : : Springer New York, , 1999.
Physical Details	XIV, 290 p. : online resource.
Series	Statistics and computing 1431-8784
ISBN	9780387227320
Summary Note	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.:
Contents note	The Origins of Local Regression -- Local Regression Methods -- Fitting with LOCFIT -- Local Likelihood Estimation -- Density Estimation -- Flexible Local Regression -- Survival and Failure Time Analysis -- Discrimination and Classification -- Variance Estimation and Goodness of Fit -- Bandwidth Selection -- Adaptive Parameter Choice -- Computational Methods -- Optimizing Local Regression.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/b98858
Links to Related Works	Subject References: Economics, Mathematical . Mathematics . Probabilities . Probability theory and stochastic processes . Quantitative Finance . Statistics . Statistics and Computing/Statistics Programs . Statistics for Business/Economics/Mathematical Finance/Insurance . Authors: Loader, Clive . Corporate Authors: SpringerLink (Online service) . Series: Statistics and computing . Classification: 519.2 .

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Local Regression and Likelihood

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