Kernel smoothing:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
London [u.a.]
Chapman & Hall
1995
|
Ausgabe: | 1. ed. |
Schriftenreihe: | Monographs on statistics and applied probability
60 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XII, 212 S. graph. Darst. |
ISBN: | 0412552701 9780412552700 |
Internformat
MARC
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100 | 1 | |a Wand, Matt P. |d 1963- |e Verfasser |0 (DE-588)133057526 |4 aut | |
245 | 1 | 0 | |a Kernel smoothing |c M. P. Wand ; M. C. Jones |
250 | |a 1. ed. | ||
264 | 1 | |a London [u.a.] |b Chapman & Hall |c 1995 | |
300 | |a XII, 212 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
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650 | 4 | |a Noyaux (Mathématiques) | |
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650 | 4 | |a Smoothing (Statistics) | |
650 | 4 | |a Kernel functions | |
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Datensatz im Suchindex
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adam_text | Contents
Preface xi
1 Introduction 1
1.1 Introduction 1
1.2 Density estimation and histograms 5
1.3 About this book 7
1.4 Options for reading this book 9
1.5 Bibliographical notes 9
2 Univariate kernel density estimation 10
2.1 Introduction 10
2.2 The univariate kernel density estimator 11
2.3 The MSE and MISE criteria 14
2.4 Order and asymptotic notation; Taylor expansion 17
2.4.1 Order and asymptotic notation 17
2.4.2 Taylor expansion 19
2.5 Asymptotic MSE and MISE approximations 19
2.6 Exact MISE calculations 24
2.7 Canonical kernels and optimal kernel theory 28
2.8 Higher-order kernels 32
2.9 Measuring how difficult a density is to estimate 36
2.10 Modifications of the kernel density estimator 40
2.10.1 Local kernel density estimators 40
2.10.2 Variable kernel density estimators 42
2.10.3 Transformation kernel density estimators 43
2.11 Density estimation at boundaries 46
2.12 Density derivative estimation 49
2.13 Bibliographical notes 50
2.14 Exercises 52
3 Bandwidth selection 58
3.1 Introduction 58
3.2 Quick and simple bandwidth selectors 59
3.2.1 Normal scale rules 60
vii
viii CONTENTS
3.2.2. Oversmoothed bandwidth selection rules 61
3.3 Least squares cross-validation 63
3.4 Biased cross-validation 65
3.5 Estimation of density functionals 67
3.6 Plug-in bandwidth selection 71
3.6.1 Direct plug-in rules 71
3.6.2 Solve-the-equation rules 74
3.7 Smoothed cross-validation bandwidth selection 75
3.8 Comparison of bandwidth selectors 79
3.8.1 Theoretical performance 79
3.8.2 Practical advice 85
3.9 Bibliographical notes 86
3.10 Exercises 88
4 Multivariate kernel density estimation 90
4.1 Introduction 90
4.2 The multivariate kernel density estimator 91
4.3 Asymptotic MISE approximations 94
4.4 Exact MISE calculations 101
4.5 Choice of a multivariate kernel 103
4.6 Choice of smoothing parametrisation 105
4.7 Bandwidth selection 108
4.8 Bibliographical notes 110
4.9 Exercises HO
5 Kernel regression 114
5.1 Introduction 114
5.2 Local polynomial kernel estimators 116
5.3 Asymptotic MSE approximations: linear case 120
5.3.1 Fixed equally spaced design 120
5.3.2 Random design 123
5.4 Asymptotic MSE approximations: general case 125
5.5 Behaviour near the boundary 126
5.6 Comparison with other kernel estimators 130
5.6.1 Asymptotic comparison 130
5.6.2 Effective kernels 133
5.7 Derivative estimation 135
5.8 Bandwidth selection 138
5.9 Multivariate nonparametric regression 140
5.10 Bibliographical notes 141
5.11 Exercises 143
6 Selected extra topics 146
6.1 Introduction 146
6.2 Kernel density estimation in other settings 147
CONTENTS ix
6.2.1 Dependent data 147
6.2.2 Length biased data 150
6.2.3 Right-censored data 154
6.2.4 Data measured with error 156
6.3 Hazard function estimation 160
6.4 Spectral density estimation 162
6.5 Likelihood-based regression models 164
6.6 Intensity function estimation 167
6.7 Bibliographical notes 169
6.8 Exercises 170
Appendices 172
A Notation 172
B Tables 175
C Facts about normal densities 177
C.I Univariate normal densities 177
C.2 Multivariate normal densities 180
C.3 Bibliographical notes 181
D Computation of kernel estimators 182
D.I Introduction 182
D.2 The binned kernel density estimator 183
D.3 Computation of kernel functional estimates 188
D.4 Computation of kernel regression estimates 189
D.5 Extension to multivariate kernel smoothing 191
D.6 Computing practicalities 192
D.7 Bibliographical notes 192
References 193
Index 208
|
any_adam_object | 1 |
author | Wand, Matt P. 1963- Jones, M. C. |
author_GND | (DE-588)133057526 (DE-588)133057720 |
author_facet | Wand, Matt P. 1963- Jones, M. C. |
author_role | aut aut |
author_sort | Wand, Matt P. 1963- |
author_variant | m p w mp mpw m c j mc mcj |
building | Verbundindex |
bvnumber | BV010188942 |
callnumber-first | Q - Science |
callnumber-label | QA278 |
callnumber-raw | QA278.W32 1995 |
callnumber-search | QA278.W32 1995 |
callnumber-sort | QA 3278 W32 41995 |
callnumber-subject | QA - Mathematics |
classification_rvk | QH 233 SK 830 SK 840 |
classification_tum | MAT 626f |
ctrlnum | (OCoLC)31850759 (DE-599)BVBBV010188942 |
dewey-full | 519.5 519.521 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.5 519.5 21 |
dewey-search | 519.5 519.5 21 |
dewey-sort | 3519.5 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik Wirtschaftswissenschaften |
edition | 1. ed. |
format | Book |
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id | DE-604.BV010188942 |
illustrated | Illustrated |
indexdate | 2024-07-09T17:48:05Z |
institution | BVB |
isbn | 0412552701 9780412552700 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006769394 |
oclc_num | 31850759 |
open_access_boolean | |
owner | DE-29 DE-N2 DE-739 DE-384 DE-824 DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-521 DE-83 DE-11 DE-188 DE-578 DE-91G DE-BY-TUM DE-706 |
owner_facet | DE-29 DE-N2 DE-739 DE-384 DE-824 DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-521 DE-83 DE-11 DE-188 DE-578 DE-91G DE-BY-TUM DE-706 |
physical | XII, 212 S. graph. Darst. |
publishDate | 1995 |
publishDateSearch | 1995 |
publishDateSort | 1995 |
publisher | Chapman & Hall |
record_format | marc |
series | Monographs on statistics and applied probability |
series2 | Monographs on statistics and applied probability |
spelling | Wand, Matt P. 1963- Verfasser (DE-588)133057526 aut Kernel smoothing M. P. Wand ; M. C. Jones 1. ed. London [u.a.] Chapman & Hall 1995 XII, 212 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 60 Estatistica descritiva larpcal Inferencia estatistica larpcal Lissage (Statistique) Non-parametrische statistiek gtt Noyaux (Mathématiques) Schattingstheorie gtt Smoothing (Statistics) Kernel functions Kernfunktion (DE-588)4163607-7 gnd rswk-swf Grafische Darstellung (DE-588)4129552-3 gnd rswk-swf Nichtparametrisches Verfahren (DE-588)4339273-8 gnd rswk-swf Schätztheorie (DE-588)4121608-8 gnd rswk-swf Dichteschätzung (DE-588)4353528-8 gnd rswk-swf Dichteschätzung (DE-588)4353528-8 s DE-604 Schätztheorie (DE-588)4121608-8 s Grafische Darstellung (DE-588)4129552-3 s Kernfunktion (DE-588)4163607-7 s Nichtparametrisches Verfahren (DE-588)4339273-8 s Jones, M. C. Verfasser (DE-588)133057720 aut Monographs on statistics and applied probability 60 (DE-604)BV002494005 60 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006769394&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Wand, Matt P. 1963- Jones, M. C. Kernel smoothing Monographs on statistics and applied probability Estatistica descritiva larpcal Inferencia estatistica larpcal Lissage (Statistique) Non-parametrische statistiek gtt Noyaux (Mathématiques) Schattingstheorie gtt Smoothing (Statistics) Kernel functions Kernfunktion (DE-588)4163607-7 gnd Grafische Darstellung (DE-588)4129552-3 gnd Nichtparametrisches Verfahren (DE-588)4339273-8 gnd Schätztheorie (DE-588)4121608-8 gnd Dichteschätzung (DE-588)4353528-8 gnd |
subject_GND | (DE-588)4163607-7 (DE-588)4129552-3 (DE-588)4339273-8 (DE-588)4121608-8 (DE-588)4353528-8 |
title | Kernel smoothing |
title_auth | Kernel smoothing |
title_exact_search | Kernel smoothing |
title_full | Kernel smoothing M. P. Wand ; M. C. Jones |
title_fullStr | Kernel smoothing M. P. Wand ; M. C. Jones |
title_full_unstemmed | Kernel smoothing M. P. Wand ; M. C. Jones |
title_short | Kernel smoothing |
title_sort | kernel smoothing |
topic | Estatistica descritiva larpcal Inferencia estatistica larpcal Lissage (Statistique) Non-parametrische statistiek gtt Noyaux (Mathématiques) Schattingstheorie gtt Smoothing (Statistics) Kernel functions Kernfunktion (DE-588)4163607-7 gnd Grafische Darstellung (DE-588)4129552-3 gnd Nichtparametrisches Verfahren (DE-588)4339273-8 gnd Schätztheorie (DE-588)4121608-8 gnd Dichteschätzung (DE-588)4353528-8 gnd |
topic_facet | Estatistica descritiva Inferencia estatistica Lissage (Statistique) Non-parametrische statistiek Noyaux (Mathématiques) Schattingstheorie Smoothing (Statistics) Kernel functions Kernfunktion Grafische Darstellung Nichtparametrisches Verfahren Schätztheorie Dichteschätzung |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006769394&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV002494005 |
work_keys_str_mv | AT wandmattp kernelsmoothing AT jonesmc kernelsmoothing |