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Maximum Penalized Likelihood Estimation by P.P.B. Eggermont,Vincent N. LaRiccia Pdf
This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.
Maximum Penalized Likelihood Estimation by P.P.B. Eggermont,V.N. LaRiccia Pdf
This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.
Maximum Penalized Likelihood Estimation by P.P.B. Eggermont,V.N. LaRiccia Pdf
This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.
Maximum Penalized Likelihood Estimation by P.P.B. Eggermont,V.N. LaRiccia Pdf
This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.
Maximum Penalized Likelihood Estimation by P.P.B. Eggermont,V.N. LaRiccia Pdf
This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.
Maximum Penalized Likelihood Estimation by Paul P. Eggermont,Vincent N. LaRiccia Pdf
Unique blend of asymptotic theory and small sample practice through simulation experiments and data analysis. Novel reproducing kernel Hilbert space methods for the analysis of smoothing splines and local polynomials. Leading to uniform error bounds and honest confidence bands for the mean function using smoothing splines Exhaustive exposition of algorithms, including the Kalman filter, for the computation of smoothing splines of arbitrary order.
Density Estimation for Statistics and Data Analysis by Bernard. W. Silverman Pdf
Although there has been a surge of interest in density estimation in recent years, much of the published research has been concerned with purely technical matters with insufficient emphasis given to the technique's practical value. Furthermore, the subject has been rather inaccessible to the general statistician. The account presented in this book places emphasis on topics of methodological importance, in the hope that this will facilitate broader practical application of density estimation and also encourage research into relevant theoretical work. The book also provides an introduction to the subject for those with general interests in statistics. The important role of density estimation as a graphical technique is reflected by the inclusion of more than 50 graphs and figures throughout the text. Several contexts in which density estimation can be used are discussed, including the exploration and presentation of data, nonparametric discriminant analysis, cluster analysis, simulation and the bootstrap, bump hunting, projection pursuit, and the estimation of hazard rates and other quantities that depend on the density. This book includes general survey of methods available for density estimation. The Kernel method, both for univariate and multivariate data, is discussed in detail, with particular emphasis on ways of deciding how much to smooth and on computation aspects. Attention is also given to adaptive methods, which smooth to a greater degree in the tails of the distribution, and to methods based on the idea of penalized likelihood.
The author has attempted to present a book that provides a non-technical introduction into the area of non-parametric density and regression function estimation. The application of these methods is discussed in terms of the S computing environment. Smoothing in high dimensions faces the problem of data sparseness. A principal feature of smoothing, the averaging of data points in a prescribed neighborhood, is not really practicable in dimensions greater than three if we have just one hundred data points. Additive models provide a way out of this dilemma; but, for their interactiveness and recursiveness, they require highly effective algorithms. For this purpose, the method of WARPing (Weighted Averaging using Rounded Points) is described in great detail.
Nonparametric Function Estimation, Modeling, and Simulation by James R. Thompson,Richard A. Tapia Pdf
Topics emphasized in this book include nonparametric density estimation, multi-dimensional data analysis, cancer progression, chaos theory, and parallel based algorithms.
Nonparametric Functional Estimation by B. L. S. Prakasa Rao Pdf
Nonparametric Functional Estimation is a compendium of papers, written by experts, in the area of nonparametric functional estimation. This book attempts to be exhaustive in nature and is written both for specialists in the area as well as for students of statistics taking courses at the postgraduate level. The main emphasis throughout the book is on the discussion of several methods of estimation and on the study of their large sample properties. Chapters are devoted to topics on estimation of density and related functions, the application of density estimation to classification problems, and the different facets of estimation of distribution functions. Statisticians and students of statistics and engineering will find the text very useful.
Praise for the Second Edition "A must-have book for anyone expecting to do research and/orapplications in categorical data analysis." —Statistics in Medicine "It is a total delight reading this book." —Pharmaceutical Research "If you do any analysis of categorical data, this is anessential desktop reference." —Technometrics The use of statistical methods for analyzing categorical datahas increased dramatically, particularly in the biomedical, socialsciences, and financial industries. Responding to new developments,this book offers a comprehensive treatment of the most importantmethods for categorical data analysis. Categorical Data Analysis, Third Edition summarizes thelatest methods for univariate and correlated multivariatecategorical responses. Readers will find a unified generalizedlinear models approach that connects logistic regression andPoisson and negative binomial loglinear models for discrete datawith normal regression for continuous data. This edition alsofeatures: An emphasis on logistic and probit regression methods forbinary, ordinal, and nominal responses for independent observationsand for clustered data with marginal models and random effectsmodels Two new chapters on alternative methods for binary responsedata, including smoothing and regularization methods,classification methods such as linear discriminant analysis andclassification trees, and cluster analysis New sections introducing the Bayesian approach for methods inthat chapter More than 100 analyses of data sets and over 600 exercises Notes at the end of each chapter that provide references torecent research and topics not covered in the text, linked to abibliography of more than 1,200 sources A supplementary website showing how to use R and SAS; for allexamples in the text, with information also about SPSS and Stataand with exercise solutions Categorical Data Analysis, Third Edition is an invaluabletool for statisticians and methodologists, such as biostatisticiansand researchers in the social and behavioral sciences, medicine andpublic health, marketing, education, finance, biological andagricultural sciences, and industrial quality control.
Statistics of Extremes by Jan Beirlant,Yuri Goegebeur,Johan Segers,Jozef L. Teugels Pdf
Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Nonparametric Regression and Generalized Linear Models by P.J. Green,Bernard. W. Silverman Pdf
In recent years, there has been a great deal of interest and activity in the general area of nonparametric smoothing in statistics. This monograph concentrates on the roughness penalty method and shows how this technique provides a unifying approach to a wide range of smoothing problems. The method allows parametric assumptions to be realized in regression problems, in those approached by generalized linear modelling, and in many other contexts. The emphasis throughout is methodological rather than theoretical, and it concentrates on statistical and computation issues. Real data examples are used to illustrate the various methods and to compare them with standard parametric approaches. Some publicly available software is also discussed. The mathematical treatment is self-contained and depends mainly on simple linear algebra and calculus. This monograph will be useful both as a reference work for research and applied statisticians and as a text for graduate students and other encountering the material for the first time.
