Nonparametric and semiparametric models /

The concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlying structure. The book considers high dimensional objects, as density functions and regression. The semiparametric modeling technique compromises the two aims, flexibilit...

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Bibliographic Details
Other Authors: Härdle, Wolfgang Karl, 1953- (autor), Müller, Marlene, Werwatz, Axel, Sperlich, Stefan
Format: Book
Language:English
Published: Berlin : Springer-Verlag, 2004
Series:Springer series in statistics
Subjects:
Online Access:https://ar1lib.org/book/2135948/215341

MARC

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245 0 0 |a Nonparametric and semiparametric models /  |c Wolfgang Härdle ... [et al.]. 
260 |a Berlin :  |b Springer-Verlag,  |c 2004 
300 |a xxvii, 299 p. :   |b il. 
490 0 |a Springer series in statistics 
504 |a Incluye referencias bibliograficas. Bibliografía: p. 279-290 
505 0 |a 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. 
520 3 |a The concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlying structure. The book considers high dimensional objects, as density functions and regression. The semiparametric modeling technique compromises the two aims, flexibility and simplicity of statistical procedures, by introducing partial parametric components. These components allow to match structural conditions like e.g. linearity in some variables and may be used to model the influence of discrete variables. 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. The book does naturally split into two parts: Nonparametric models (histogram, kernel density estimation, nonparametric regression) and semiparametric models (generalized regression, single index models, generalized partial linear models, additive and generalized additive models). 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. 
650 4 |a ESTADISTICA MATEMATICA  |9 1599 
650 4 |a PROBABILIDADES  |9 1598 
650 4 |a ECONOMETRIA  |9 86 
650 4 |a ESTADISTICA NO PARAMETRICA  |9 2912 
700 1 |a Härdle, Wolfgang Karl,  |d 1953-,  |e autor  |9 15289 
700 |a Müller, Marlene 
700 |a Werwatz, Axel 
700 |a Sperlich, Stefan 
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