Density Estimation for Statistics and Data Analysis

Portada
CRC Press, 1986 M04 1 - 176 páginas
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.
 

Comentarios de la gente - Escribir un comentario

Crítica de los usuarios - Marcar como inadecuado

efron & tibshirani 1993

Crítica de los usuarios - Marcar como inadecuado

sliverman的关于家域估算的书,其中第176提到adhoc计算bandwidth

Contenido

Preface Page
1
Survey of existing methods
7
The kernel method for univariate data
34
The kernel method for multivariate data
75
spective views
89
Three important methods
95
Density estimation in action
120
Bibliography
159
Derechos de autor

Otras ediciones - Ver todas

Términos y frases comunes

Pasajes populares

Página 161 - SIDS 1974 Proceedings of the Francis E. Camps International Symposium on Sudden and Unexpected Deaths in Infancy.

Información bibliográfica