Nonparametric and Semiparametric Models

Softcover Nachdruck of the original 1. Auflage 2004
ISBN: 978-3-642-62076-8
Verlag: Springer

Buch, Englisch, 300 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 505 g

Reihe: Springer Series in Statistics

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.

Zielgruppe

Research

Autoren/Hrsg.

Härdle, Wolfgang Karl

Werwatz, Axel

Müller, Marlene

Sperlich, Stefan

Fachgebiete

• Wirtschaftswissenschaften Wirtschaftswissenschaften Wirtschaftswissenschaften: Allgemeines
• Mathematik | Informatik Mathematik Stochastik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

1 Introduction.- 1.1 Density Estimation.- 1.2 Regression.- Summary.- I Nonparametric Models.- 2 Histogram.- 3 Nonparametric Density Estimation.- 4 Nonparametric Regression.- II Semiparametric Models.- 5 Semiparametric and Generalized Regression Models.- 6 Single Index Models.- 7 Generalized Partial Linear Models.- 8 Additive Models and Marginal Effects.- 9 Generalized Additive Models.- References.- Author Index.