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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