Nonparametric Smoothing and Lack-of-Fit Tests (Paperback)

Jeffrey Hart

ISBN 10: 1475727240 / ISBN 13: 9781475727241

Editore: Springer-Verlag New York Inc., New York, NY, 2012

Riguardo questo articolo

Paperback. The The primary primary aim aim of of this this book book is is to to explore explore the the use use of of nonparametric nonparametric regres regres sion sion (i. e. , (i. e. , smoothing) smoothing) methodology methodology in in testing testing the the fit fit of of parametric parametric regression regression models. models. It It is is anticipated anticipated that that the the book book will will be be of of interest interest to to an an audience audience of of graduate graduate students, students, researchers researchers and and practitioners practitioners who who study study or or use use smooth smooth ing ing methodology. methodology. Chapters Chapters 2-4 2-4 serve serve as as a a general general introduction introduction to to smoothing smoothing in in the the case case of of a a single single design design variable. variable. The The emphasis emphasis in in these these chapters chapters is is on on estimation estimation of of regression regression curves, curves, with with hardly hardly any any mention mention of of the the lack-of lack-of fit fit problem. problem. As As such, such, Chapters Chapters 2-4 2-4 could could be be used used as as the the foundation foundation of of a a graduate graduate level level statistics statistics course course on on nonparametric nonparametric regression. regression. As As such, such, Chapters Chapters 2-4 2-4 could could be be used used as as the the foundation foundation of of a a graduate graduate level level statistics statistics course course on on nonparametric nonparametric regression. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Codice articolo 9781475727241

Dati bibliografici

• Titolo: Nonparametric Smoothing and Lack-of-Fit Tests (Paperback)
• Editore: Springer-Verlag New York Inc., New York, NY
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 1475727240
• ISBN 13: 9781475727241
• Rilegatura: Paperback
• Condizione: new

Descrizione articolo

Riassunto

This book is an essential reference for applied and theoretical statisticians interested in the theory and applications of fitting probability models to data.

Contenuti

1. Introduction.- 2. Some Basic Ideas of Smoothing.- 3. Statistical Properties of Smoothers.- 4. Data-Driven Choice of Smoothing Parameters.- 5. Classical Lack-of-Fit Tests.- 6. Lack-of-Fit Tests Based on Linear Smoothers.- 7. Testing for Association via Automated Order Selection.- 8. Data-Driven Lack-of-Fit Tests for General Parametric Models.- 9. Extending the Scope of Application.- 10. Some Examples.- A.2. Bounds for the Distribution of Tcusum.- References.