Binding: Paperback
Description: Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution perhaps the most well - known and most used distribution in statistics to a large class of non - Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence in estimating probability and spectral density functions and in discrimination. Chapters in this release cover Parametric nonparametric locally parametric Dependence Local Gaussian correlation and dependence Local Gaussian correlation and the copula Applications in finance and more. Additional chapters explores Measuring dependence and testing for independence Time series dependence and spectral analysis Multivariate density estimation Conditional density estimation The local Gaussian partial correlation Regression and conditional regression quantiles and a A local Gaussian Fisher discriminant.
Title: Statistical Modeling Using Local Gaussian Approximation
Author(s): Stove Bard (Associate Professor Department Of Mathematics University Of Bergen Norway)
Publisher: Elsevier Science Publishing Co Inc
Barcode: 9780128158616
Pages: 458 Pages
Publication Date: 10/8/2021
Category: Business Mathematics & Systems