Smoothing Methods in Statistics

Portada
Springer Science & Business Media, 6 jun. 1996 - 338 páginas
1 Reseña
This book surveys the uses of smoothing methods in statistics. The coverage has an applied focus, and is very broad, including simple and complex univariate and multivariate density estimation, nonparametric regression estimation, categorical data smoothing, and applications of smoothing to other areas of statistics. The book will be of particular interest to data analysts, as arguments generally proceed from actual data rather than statistical theory. The "Background Material" sections will interest statisticians studying the area of smoothing methods. The list of over 750 references allows researchers to find the original sources for more details. The "Computational Issues" sections provide sources for statistical software that implements the discussed methods, including both commercial and non-commercial sources. The book can also be used as a textbook for a course in smoothing. Each chapter includes exercises with a heavily computational focus based upon the data sets used in the book. "It is an excellent reference to the field and has no rival in terms of accessibility, coverage, and utility."(Journal of the American Statistical Association) "This book provides an excellent overview of smoothing methods and concepts, presenting material in an intuitive manner with many interesting graphics...This book provides a handy reference for practicing statisticians and other data analysts. In addition, it is well organized as a classroom textbook." (Technometrics)
 

Comentarios de usuarios - Escribir una reseña

No hemos encontrado ninguna reseña en los sitios habituales.

Índice

Introduction
1
12 Uses of Smoothing Methods
8
13 Outline of the Chapters
10
Background material
11
Exercises
12
Simple Univariate Density Estimation
13
22 The Frequency Polygon
20
23 Varying the Bin Width
22
Nonparametric Regression
134
52 Local Polynomial Regression
138
53 Bandwidth Selection
151
54 Locally Varying the Bandwidth
154
55 Outliers and Autocorrelation
160
56 Spline Smoothing
168
57 Multiple Predictors and Additive Models
178
58 Comparing Nonparametric Regression Methods
190

24 The Effectiveness of Simple Density Estimators
26
Background material Section 21
30
Computational issues
37
Exercises
38
Smoother Univariate Density Estimation
40
32 Problems with Kernel Density Estimation
49
33 Adjustments and Improvements to Kernel Density Estimation
53
34 Local Likelihood Estimation
64
35 Roughness Penalty and SplineBased Methods
67
36 Comparison of Univariate Density Estimators
70
Background material
72
Computational issues
92
Exercises
94
Multivariate Density Estimation
96
42 Kernel Density Estimation
102
43 Other Estimators
111
44 Dimension Reduction and Projection Pursuit
117
45 The State of Multivariate Density Estimation
121
Background material Section 41
123
Computational issues
131
Exercises
132
Background material Section 51
191
Computational issues
210
Exercises
212
Smoothing Ordered Categorical Data
215
62 Smoothing Sparse Multinomials
217
63 Smoothing Sparse Contingency Tables
226
64 Categorical Data Regression and Density Estimation
236
Background material Section 61
243
Computational issues
250
Further Applications of Smoothing
252
72 GoodnessofFit Tests
258
73 SmoothingBased Parametric Estimation
261
74 The Smoothed Bootstrap
266
Background material Section 71
268
Computational issues
273
Appendices
275
B More on Computational Issues
288
References
290
Author Index
321
Subject Index
329
Página de créditos

Otras ediciones - Ver todo

Términos y frases comunes

Pasajes populares

Página 297 - National Survey of Compensation Paid Scientists and Engineers Engaged in Research and Development Activities to the US Atomic Energy Commission.

Referencias a este libro

Todos los resultados de la Búsqueda de libros »

Sobre el autor (1996)

Jeffrey S. Simonoff is Professor of Statistics at the NYU Stern School of Business. He is a Fellow of the American Statistical Association, a Fellow of the Institute of Mathematical Statistics, and an Elected Member of the International Statistical Institute. He is author or coauthor of roughly 100 articles and five books on the theory and applications of statistics.

Información bibliográfica