Numerical Analysis for Statisticians - Rilegato

Lange, Kenneth

Rilegato

ISBN 10: 0387949798 ISBN 13: 9780387949796

Casa editrice: Springer Verlag, 1999

Riassunto

This book presents topics in numerical analysis for statisticians. It would be suitable as a text for a graduate course in statistical computing. The focus is on principles of numerical analysis intended to equip students to craft their own software and to understand the advantages and disadvantages of different numerical methods.

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Recensione

From a review:

MATHEMATICAL REVIEWS

"This book provides reasonably good coverage of numerical methods that are important in statistical applications. ...but overall the text serves as a good introduction to computational statistics."

 

Contenuti

Recurrence Relations.- Power Series Expansions.- Continued Fraction Expansions.- Asymptotic Expansions.- Solution of Nonlinear Equations.- Vector and Matrix Norms.- Linear Regression and Matrix Inversion.- Eigenvalues and Eigenvectors.- Splines.- The EM Algorithm.- Newton's Method and Scoring.- Variations on the EM Theme.- Convergence of Optimization Algorithms.- Constrained Optimization.- Concrete Hilbert Spaces.- Quadrature Methods.- The Fourier Transform.- The Finite Fourier Transform.- Wavelets.- Generating Random Deviates.- Independent Monte Carlo.- Bootstrap Calculations.- Finite-State Markov Chains.- Markov Chain Monte Carlo.

Dettagli dell'edizione

• Editore: Springer Verlag
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 0387949798
• ISBN 13: 9780387949796
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 356
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania