eBook - ePub

Kernel Smoothing

Name: Kernel Smoothing
ISBN: 9781118890516

Principles, Methods and Applications

Sucharita Ghosh,

English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Kernel Smoothing

Principles, Methods and Applications

Sucharita Ghosh,

About this book

Comprehensive theoretical overview of kernel smoothing methods with motivating examples

Kernel smoothing is a flexible nonparametric curve estimation method that is applicable when parametric descriptions of the data are not sufficiently adequate. This book explores theory and methods of kernel smoothing in a variety of contexts, considering independent and correlated data e.g. with short-memory and long-memory correlations, as well as non-Gaussian data that are transformations of latent Gaussian processes. These types of data occur in many fields of research, e.g. the natural and the environmental sciences, and others. Nonparametric density estimation, nonparametric and semiparametric regression, trend and surface estimation in particular for time series and spatial data and other topics such as rapid change points, robustness etc. are introduced alongside a study of their theoretical properties and optimality issues, such as consistency and bandwidth selection.

Addressing a variety of topics, Kernel Smoothing: Principles, Methods and Applications offers a user-friendly presentation of the mathematical content so that the reader can directly implement the formulas using any appropriate software. The overall aim of the book is to describe the methods and their theoretical backgrounds, while maintaining an analytically simple approach and including motivating examples—making it extremely useful in many sciences such as geophysics, climate research, forestry, ecology, and other natural and life sciences, as well as in finance, sociology, and engineering.

A simple and analytical description of kernel smoothing methods in various contexts
Presents the basics as well as new developments
Includes simulated and real data examples

Kernel Smoothing: Principles, Methods and Applications is a textbook for senior undergraduate and graduate students in statistics, as well as a reference book for applied statisticians and advanced researchers.

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Yes, you can access Kernel Smoothing by Sucharita Ghosh in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.