Nonparametric function estimation, modeling, and simulation:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Philadelphia
Soc. for Industrial and Applied Mathematics
1990
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | XVI, 304 S. graph. Darst. |
| ISBN: | 0898712610 |
Staff View
MARC
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| 100 | 1 | |a Thompson, James R. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Nonparametric function estimation, modeling, and simulation |c James R. Thompson ; Richard A. Tapia |
| 264 | 1 | |a Philadelphia |b Soc. for Industrial and Applied Mathematics |c 1990 | |
| 300 | |a XVI, 304 S. |b graph. Darst. | ||
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| 650 | 7 | |a Statistique non paramétrique |2 ram | |
| 650 | 4 | |a Théorie de l'estimation | |
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| 650 | 7 | |a estimation densité |2 inriac | |
| 650 | 7 | |a estimation fonction |2 inriac | |
| 650 | 7 | |a estimation non paramétrique |2 inriac | |
| 650 | 7 | |a modélisation |2 inriac | |
| 650 | 7 | |a optimisation |2 inriac | |
| 650 | 7 | |a régression |2 inriac | |
| 650 | 7 | |a simulation |2 inriac | |
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Record in the Search Index
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| adam_text | Contents
PREFACE XI
chapter 1. Historical Background 1
1.1. Moses as Statistician 1
1.2. The Haberdasher and the Histogram 2
1.3. The Pearson Distributions 5
1.4. Density Estimation by Classical Maximum Likelihood 13
chapter 2. Approaches to Nonparametric Density Estimation 24
2.1. The Normal Distribution as Universal Density 24
2.2. The Johnson Family of Distributions 30
2.3 The Symmetric Stable Distributions 33
2.4. Series Estimators 36
2.5. Kernel Estimators 44
chapter 3. Maximum Likelihood Density Estimation 92
3.1. Maximum Likelihood Estimators 92
3.2. The Histogram as a Maximum Likelihood Estimator 95
3.3. The Infinite Dimensional Case 99
chapter 4. Maximum Penalized Likelihood Density
Estimation 102
4.1. Maximum Penalized Likelihood Estimators 102
4.2. The de Montricher Tapia Thompson Estimator 106
4.3. The First Estimator of Good and Gaskins 108
4.4. The Second Estimator of Good and Gaskins 114
chapter 5. Discrete Maximum Penalized Likelihood Density
Estimation 121
5.1. Discrete Maximum Penalized Likelihood Estimators 121
5.2. Consistency Properties of the DMPLE 124
5.3. Numerical Implementation and Monte Carlo Simulation 129
vii
viii CONTENTS
chapter 6. Nonparametric Density Estimation in Higher
Dimensions 146
6.1. Graphical Considerations 146
6.2. Resampling Algorithms based on Some Nonparametric Density
Estimators 154
6.3. The Search for Modes in High Dimensions 161
6.4. Appropriate Density Estimators in Higher Dimensions 177
chapter 7. Nonparametric Regression and Intensity Function
Estimation 186
7.1. Nonparametric Regression 186
7.2. Nonparametric Intensity Function Estimation 197
chapter 8. Model Building: Speculative Data Analysis 214
8.1. Modeling the Progression of Cancer 214
8.2. SIMEST: A Simulation Based Algorithm for Parameter
Estimation 220
8.3. Adjuvant Chemotherapy: An Oncological Example with Skimpy
Data 227
8.4. Modeling the AIDS Epidemic 233
8.5. Does Noise Prevent Chaos? 244
appendix I. An Introduction to Mathematical Optimization
Theory 253
1.1. Hilbert Space 253
1.2. Reproducing Kernel Hilbert Spaces 259
1.3. Convex Functionals and Differential Characterizations 261
1.4. Existence and Uniqueness of Solutions for Optimization Problems
in Hilbert Space 267
1.5. Lagrange Multiplier Necessity Conditions 270
appendix II. Numerical Solution of Constrained Optimization
Problems 273
II. 1. The Diagonalized Multiplier Method 273
II.2. Optimization Problems with Nonnegativity Constraints 277
CONTENTS ix
appendix III. Optimization Algorithms for Noisy Problems 279
111.1. The Nelder Mead Approach 279
111.2. An Algorithm Based on the Rotatable Designs of Box
and Hunter 283
appendix IV. A Brief Primer in Simulation 287
I V.I. Introduction 287
IV.2. Random Number Generation 289
IV.3. Testing for Randomness 295
INDEX 299
|
| any_adam_object | 1 |
| author | Thompson, James R. Tapia, Richard A. |
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| author_sort | Thompson, James R. |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.544 |
| dewey-search | 519.544 |
| dewey-sort | 3519.544 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T16:12:11Z |
| institution | BVB |
| isbn | 0898712610 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002716894 |
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| physical | XVI, 304 S. graph. Darst. |
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| publisher | Soc. for Industrial and Applied Mathematics |
| record_format | marc |
| spelling | Thompson, James R. Verfasser aut Nonparametric function estimation, modeling, and simulation James R. Thompson ; Richard A. Tapia Philadelphia Soc. for Industrial and Applied Mathematics 1990 XVI, 304 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturangaben Estimation, Théorie de l' ram Statistique non paramétrique Statistique non paramétrique ram Théorie de l'estimation analyse donnée inriac estimation densité inriac estimation fonction inriac estimation non paramétrique inriac modélisation inriac optimisation inriac régression inriac simulation inriac Nichtparametrische Schätzung (DE-588)4203980-0 gnd rswk-swf Nichtparametrische Schätzung (DE-588)4203980-0 s DE-604 Tapia, Richard A. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002716894&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Thompson, James R. Tapia, Richard A. Nonparametric function estimation, modeling, and simulation Estimation, Théorie de l' ram Statistique non paramétrique Statistique non paramétrique ram Théorie de l'estimation analyse donnée inriac estimation densité inriac estimation fonction inriac estimation non paramétrique inriac modélisation inriac optimisation inriac régression inriac simulation inriac Nichtparametrische Schätzung (DE-588)4203980-0 gnd |
| subject_GND | (DE-588)4203980-0 |
| title | Nonparametric function estimation, modeling, and simulation |
| title_auth | Nonparametric function estimation, modeling, and simulation |
| title_exact_search | Nonparametric function estimation, modeling, and simulation |
| title_full | Nonparametric function estimation, modeling, and simulation James R. Thompson ; Richard A. Tapia |
| title_fullStr | Nonparametric function estimation, modeling, and simulation James R. Thompson ; Richard A. Tapia |
| title_full_unstemmed | Nonparametric function estimation, modeling, and simulation James R. Thompson ; Richard A. Tapia |
| title_short | Nonparametric function estimation, modeling, and simulation |
| title_sort | nonparametric function estimation modeling and simulation |
| topic | Estimation, Théorie de l' ram Statistique non paramétrique Statistique non paramétrique ram Théorie de l'estimation analyse donnée inriac estimation densité inriac estimation fonction inriac estimation non paramétrique inriac modélisation inriac optimisation inriac régression inriac simulation inriac Nichtparametrische Schätzung (DE-588)4203980-0 gnd |
| topic_facet | Estimation, Théorie de l' Statistique non paramétrique Théorie de l'estimation analyse donnée estimation densité estimation fonction estimation non paramétrique modélisation optimisation régression simulation Nichtparametrische Schätzung |
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