Call number:
AWI S2-99-0268
In:
Monographs on statistics and applied probability
Description / Table of Contents:
Contents: Preface. - 1 Introduction. - 2 Survey of existing methods. - 3 The kernel method for univariate data. - 4 The kernel method for multivariate data. - 5 Three important methods. - 6 Density estimation in action. - Bibliography. - Author index. - Subject index.
Description / Table of Contents:
Although there has been a surge of interest in density estimation in recent years, much of the published research has been concerned with purely technical matters with insufficient emphasis given to the technique's practical value. Furthermore, the subject has been rather inaccessible to the general statistician. The account presented in this book places emphasis on topics of methodological importance, in the hope that this will facilitate broader practical application of density estimation and also encourage research into relevant theoretical work. The book also provides an introduction to the subject for those with general interests in statistics. The important role of density estimation as a graphical technique is reflected by the inclusion of more than fifty graphs and figures throughout the text. Several contexts in which density estimation can be used are discussed, including the exploration and presentation of data, nonparametric discriminant analysis, cluster analysis, simulation and the bootstrap, bump hunting, projection pursuit, and the estimation of hazard rates and other quantities that depend on the density. There is a general survey of methods available for density estimation. The kernel method, both for univariate and multivariate data, is discussed in detail, with particular emphasis on ways of deciding how much to smooth and on computational aspects. Attention is also given to adaptive methods, which smooth to a greater degree in the tails of the distribution, and to methods based on the idea of penalized likelihood.
Type of Medium:
Monograph available for loan
Pages:
IX, 175 S. : graph. Darst.
Edition:
1. publ.
ISBN:
0412246201
Series Statement:
Monographs on statistics and applied probability 26
Branch Library:
AWI Library
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