Statistical Modeling Using Local Gaussian Approximation
Paperback 458 pages English Oct 08, 2021
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Academic Press
Statistical Modeling Using Local Gaussian Approximation
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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.
- Author:
- Dag Tjostheim|Håkon Otneim|Bård Stove
- Publisher:
- Academic Press
- Publication Date:
- Oct 08, 2021
- Number of pages:
- 458 pages
- Language:
- English
- Binding:
- Paperback
- ISBN-10:
- 0128158611
- ISBN-13:
- 9780128158616