Penalized Spline Estimation for Partially Linear Single Index Models

Penalized Spline Estimation for Partially Linear Single Index Models PDF Author: Yan Yu
Publisher:
ISBN:
Category :
Languages : en
Pages : 258

Get Book Here

Book Description

Penalized Spline Estimation for Partially Linear Single Index Models

Penalized Spline Estimation for Partially Linear Single Index Models PDF Author: Yan Yu
Publisher:
ISBN:
Category :
Languages : en
Pages : 258

Get Book Here

Book Description


Partially Linear Models

Partially Linear Models PDF Author: Wolfgang Härdle
Publisher: Springer Science & Business Media
ISBN: 3642577008
Category : Mathematics
Languages : en
Pages : 210

Get Book Here

Book Description
In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.

Semi-Parametric Estimation of Generalized Partially Linear Single-Index Models

Semi-Parametric Estimation of Generalized Partially Linear Single-Index Models PDF Author: Yingcun Xia
Publisher:
ISBN:
Category :
Languages : en
Pages :

Get Book Here

Book Description


Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models

Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models PDF Author: Chaohua Dong
Publisher:
ISBN:
Category :
Languages : en
Pages :

Get Book Here

Book Description


Developments in Statistical Modelling

Developments in Statistical Modelling PDF Author: Jochen Einbeck
Publisher: Springer Nature
ISBN: 3031657233
Category :
Languages : en
Pages : 281

Get Book Here

Book Description


Practical Smoothing

Practical Smoothing PDF Author: Paul H.C. Eilers
Publisher: Cambridge University Press
ISBN: 1108482953
Category : Computers
Languages : en
Pages : 213

Get Book Here

Book Description
This user guide presents a popular smoothing tool with practical applications in machine learning, engineering, and statistics.

Advances in Statistical Modeling and Inference

Advances in Statistical Modeling and Inference PDF Author: Vijay Nair
Publisher: World Scientific
ISBN: 9812703691
Category : Mathematics
Languages : en
Pages : 698

Get Book Here

Book Description
There have been major developments in the field of statistics over the last quarter century, spurred by the rapid advances in computing and data-measurement technologies. These developments have revolutionized the field and have greatly influenced research directions in theory and methodology. Increased computing power has spawned entirely new areas of research in computationally-intensive methods, allowing us to move away from narrowly applicable parametric techniques based on restrictive assumptions to much more flexible and realistic models and methods. These computational advances have also led to the extensive use of simulation and Monte Carlo techniques in statistical inference. All of these developments have, in turn, stimulated new research in theoretical statistics.This volume provides an up-to-date overview of recent advances in statistical modeling and inference. Written by renowned researchers from across the world, it discusses flexible models, semi-parametric methods and transformation models, nonparametric regression and mixture models, survival and reliability analysis, and re-sampling techniques. With its coverage of methodology and theory as well as applications, the book is an essential reference for researchers, graduate students, and practitioners.

Smoothing Spline ANOVA Models

Smoothing Spline ANOVA Models PDF Author: Chong Gu
Publisher: Springer Science & Business Media
ISBN: 1461453690
Category : Mathematics
Languages : en
Pages : 446

Get Book Here

Book Description
Nonparametric function estimation with stochastic data, otherwise known as smoothing, has been studied by several generations of statisticians. Assisted by the ample computing power in today's servers, desktops, and laptops, smoothing methods have been finding their ways into everyday data analysis by practitioners. While scores of methods have proved successful for univariate smoothing, ones practical in multivariate settings number far less. Smoothing spline ANOVA models are a versatile family of smoothing methods derived through roughness penalties, that are suitable for both univariate and multivariate problems. In this book, the author presents a treatise on penalty smoothing under a unified framework. Methods are developed for (i) regression with Gaussian and non-Gaussian responses as well as with censored lifetime data; (ii) density and conditional density estimation under a variety of sampling schemes; and (iii) hazard rate estimation with censored life time data and covariates. The unifying themes are the general penalized likelihood method and the construction of multivariate models with built-in ANOVA decompositions. Extensive discussions are devoted to model construction, smoothing parameter selection, computation, and asymptotic convergence. Most of the computational and data analytical tools discussed in the book are implemented in R, an open-source platform for statistical computing and graphics. Suites of functions are embodied in the R package gss, and are illustrated throughout the book using simulated and real data examples. This monograph will be useful as a reference work for researchers in theoretical and applied statistics as well as for those in other related disciplines. It can also be used as a text for graduate level courses on the subject. Most of the materials are accessible to a second year graduate student with a good training in calculus and linear algebra and working knowledge in basic statistical inferences such as linear models and maximum likelihood estimates.

Semiparametric Regression

Semiparametric Regression PDF Author: David Ruppert
Publisher: Cambridge University Press
ISBN: 9780521785167
Category : Mathematics
Languages : en
Pages : 408

Get Book Here

Book Description
Even experts on semiparametric regression should find something new here.

Nonparametric and Semiparametric Models

Nonparametric and Semiparametric Models PDF Author: Wolfgang Karl Härdle
Publisher: Springer Science & Business Media
ISBN: 364217146X
Category : Mathematics
Languages : en
Pages : 317

Get Book Here

Book Description
The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.