Wolfgang Karl Härdle: Nonparametric and Semiparametric Models, Kartoniert / Broschiert

Wolfgang Karl Härdle, Axel Werwatz, Stefan Sperlich, Marlene Müller

Nonparametric and Semiparametric Models

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Verlag:: Springer Berlin Heidelberg, 08/2012
Einband:: Kartoniert / Broschiert, Paperback
Sprache:: Englisch
ISBN-13:: 9783642620768
Artikelnummer:: 3391492
Umfang:: 332 Seiten
Sonstiges:: XXVII, 300 p.
Ausgabe:: Softcover reprint of the original 1st edition 2004
Copyright-Jahr:: 2012
Gewicht:: 505 g
Maße:: 235 x 155 mm
Stärke:: 17 mm
Erscheinungstermin:: 20.8.2012
Hinweis: Achtung: Artikel ist nicht in deutscher Sprache!

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Inhaltsangabe

Introduction.- Histogram.- Nonparametric Density Estimation.- Nonparametric Regression.- Semiparametric and Generalized Regression Models.- Single Index Models.- Generalized Partial Linear Models.- Additive Models and Marginal Effects.- Generalized Additive Models.

Klappentext

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.

Biografie (Wolfgang Karl Härdle)

Wolfgang Karl Härdle is a Professor of Statistics at the Humboldt-Universität zu Berlin and the Director of CASE the Centre for Applied Statistics and Economics. He teaches quantitative finance and semi-parametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected member of the ISI and an advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.