Local Polynomial Modelling and Its Applications: Monographs on Statistics and Applied Probability 66

ISBN-13: 9780412983214 / Angielski / Twarda / 1996 / 360 str.

Jinqing Fan; J. Fan; Jianqing Fan

Opis

Data-analytic approaches to regression problems, arising from many scientific disciplines are described in this text. The aim of these nonparametric methods is to relax assumptions on the form of a regression function, and to let data search for a suitable function that describes the data well. The use of these nonparametric functions with parametric techniques can yield very powerful data anlysis tools.

Spis treści

Introduction. Overview of Existing Methods. Framework for Local Polynomial regression. Automatic Determination of Model Complexity. .Applications of Local Polynomial Modeling. Applications in Nonlinear Time Series. Local Polynomial Regression for Multivariate Data. Reference. Index.

O autorze

Jianqing Fan