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Local Regression And Likelihood Book

Local Regression And Likelihood
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  • Local Regression And Likelihood
  • Written by author Clive Loader
  • Published by Springer-Verlag New York, LLC, July 1999
  • 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
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Preface
1The Origins of Local Regression1
2Local Regression Methods15
3Fitting with LOCFIT45
4Local Likelihood Estimation59
5Density Estimation79
6Flexible Local Regression101
7Survival and Failure Time Analysis119
8Discrimination and Classification138
9Variance Estimation and Goodness of Fit157
10Bandwidth Selection174
11Adaptive Parameter Choice192
12Computational Methods206
13Optimizing Local Regression220
AInstalling LOCFIT in R, S and S-Plus235
BAdditional Features: LOCFIT in S239
CC-LOCFIT246
DPlots from C-LOCFIT252
References257
Index279


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