eBook - ePub

Statistical Modeling Using Local Gaussian Approximation

Name: Statistical Modeling Using Local Gaussian Approximation
ISBN: 9780128154458

Dag Tjøstheim,

Håkon Otneim,

Bård Støve,

458 pages
English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Statistical Modeling Using Local Gaussian Approximation

Dag Tjøstheim,

Håkon Otneim,

Bård Støve,

About this book

Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution, perhaps, the most well-known and most used distribution in statistics, to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence, in estimating probability and spectral density functions, and in discrimination. Chapters in this release cover Parametric, nonparametric, locally parametric, Dependence, Local Gaussian correlation and dependence, Local Gaussian correlation and the copula, Applications in finance, and more.Additional chapters explores Measuring dependence and testing for independence, Time series dependence and spectral analysis, Multivariate density estimation, Conditional density estimation, The local Gaussian partial correlation, Regression and conditional regression quantiles, and a A local Gaussian Fisher discriminant.- Reviews local dependence modeling with applications to time series and finance markets- Introduces new techniques for density estimation, conditional density estimation, and tests of conditional independence with applications in economics- Evaluates local spectral analysis, discovering hidden frequencies in extremes and hidden phase differences- Integrates textual content with three useful R packages

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.

At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.

Perlego offers two plans: Essential and Complete

Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.

Both plans are available with monthly, semester, or annual billing cycles.

We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.

Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.

Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.

Yes, you can access Statistical Modeling Using Local Gaussian Approximation by Dag Tjøstheim,Håkon Otneim,Bård Støve in PDF and/or ePUB format, as well as other popular books in Economics & Business Mathematics. We have over one million books available in our catalogue for you to explore.