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...

• 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: ESTADISTICA MATEMATICA; PROBABILIDADES; ECONOMETRIA; ESTADISTICA NO PARAMETRICA
• Online Access: https://ar1lib.org/book/2135948/215341

Table of Contents:

• 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.