Density Estimation for Statistics and Data Analysis

Density Estimation for Statistics and Data Analysis

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 50 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. This book includes 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 computation 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.
Country USA
Brand Chapman and Hall/CRC
Manufacturer Chapman and Hall
Binding Hardcover
ItemPartNumber Illustrated
UnitCount 1
UPCs 000412246201
EANs 9780412246203
ReleaseDate 1986-01-01

Country	USA
Brand	Chapman and Hall/CRC
Manufacturer	Chapman and Hall
Binding	Hardcover
ItemPartNumber	Illustrated
UnitCount	1
UPCs	000412246201
EANs	9780412246203
ReleaseDate	1986-01-01

Density Estimation for Statistics and Data Analysis

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