Statistical modeling using local Gaussian approximation

Statistical modeling using local Gaussian approximation

by Tjøstheim, Dag

Type Book
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Title Statements

  • Full title :Statistical modeling using local Gaussian approximation / Dag Tjøstheim, Håkon Otneim, Bård Stove.

Edition Statements

  • Publication Date:2021.

Publication Statements

  • Publisher(s):Academic Press
  • Place of Publication:Amsterdam
  • Language:eng
  • Publication Date:2021.

Notes

1. Introduction<br>2. Parametric, nonparametric, locally parametric<br>3. Dependence<br>4. Local Gaussian correlation and dependence<br>5. Local Gaussian correlation and the copula<br>6. Applications in finance<br>7. Measuring dependence and testing for independence<br>8. Time series dependence and spectral analysis<br>9. Multivariate density estimation<br>10. Conditional density estimation<br>11. The local Gaussian partial correlation<br>12. Regression and conditional regression quantiles<br>13. A local Gaussian Fisher discriminant.

The Physical Object

  • Description:1 online resource

Edition Identifiers

  • ISBN:9780128154458, 0128154454
  • oclc:on1285703877
  • Dewey Decimal:519.5

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