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portada Statistical Modeling Using Local Gaussian Approximation
Type
Physical Book
Author
Publisher
Year
2021
Language
English
Pages
458
Format
Paperback
Dimensions
22.9 x 15.2 x 2.4 cm
Weight
0.61 kg.
ISBN13
9780128158616
Edition No.
1
Categories

Statistical Modeling Using Local Gaussian Approximation

Dag Tjostheim (Author) · Håkon Otneim (Author) · Bård Stove (Author) · Academic Press · Paperback

Statistical Modeling Using Local Gaussian Approximation - Tjostheim, Dag ; Otneim, Håkon ; Stove, Bård

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Synopsis "Statistical Modeling Using Local Gaussian Approximation"

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.

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