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 concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlying structure.

The aim of this monograph is to present the statistical and mathematical principles of smoothing with a focus on applicable techniques. The necessary mathematical treatment is easily understandable and a wide variety of interactive smoothing examples are given.

Zielgruppe

Research

Autoren/Hrsg.

Härdle, Wolfgang Karl

Werwatz, Axel

Müller, Marlene

Sperlich, Stefan

Fachgebiete

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

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.