Nonparametric Econometrics

Download Nonparametric Econometrics PDF Online Free

Author :
Publisher : Princeton University Press
ISBN 13 : 1400841062
Total Pages : 769 pages
Book Rating : 4.4/5 (8 download)

DOWNLOAD NOW!


Book Synopsis Nonparametric Econometrics by : Qi Li

Download or read book Nonparametric Econometrics written by Qi Li and published by Princeton University Press. This book was released on 2011-10-09 with total page 769 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

Density Estimation for Statistics and Data Analysis

Download Density Estimation for Statistics and Data Analysis PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 1351456172
Total Pages : 176 pages
Book Rating : 4.3/5 (514 download)

DOWNLOAD NOW!


Book Synopsis Density Estimation for Statistics and Data Analysis by : Bernard. W. Silverman

Download or read book Density Estimation for Statistics and Data Analysis written by Bernard. W. Silverman and published by Routledge. This book was released on 2018-02-19 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although there has been a surge of interest in density estimation in recent years, much of the published research has been concerned with purely technical matters with insufficient emphasis given to the technique's practical value. Furthermore, the subject has been rather inaccessible to the general statistician. The account presented in this book places emphasis on topics of methodological importance, in the hope that this will facilitate broader practical application of density estimation and also encourage research into relevant theoretical work. The book also provides an introduction to the subject for those with general interests in statistics. The important role of density estimation as a graphical technique is reflected by the inclusion of more than 50 graphs and figures throughout the text. Several contexts in which density estimation can be used are discussed, including the exploration and presentation of data, nonparametric discriminant analysis, cluster analysis, simulation and the bootstrap, bump hunting, projection pursuit, and the estimation of hazard rates and other quantities that depend on the density. This book includes general survey of methods available for density estimation. The Kernel method, both for univariate and multivariate data, is discussed in detail, with particular emphasis on ways of deciding how much to smooth and on computation aspects. Attention is also given to adaptive methods, which smooth to a greater degree in the tails of the distribution, and to methods based on the idea of penalized likelihood.

Bayesian Nonparametrics

Download Bayesian Nonparametrics PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0387226540
Total Pages : 311 pages
Book Rating : 4.3/5 (872 download)

DOWNLOAD NOW!


Book Synopsis Bayesian Nonparametrics by : J.K. Ghosh

Download or read book Bayesian Nonparametrics written by J.K. Ghosh and published by Springer Science & Business Media. This book was released on 2006-05-11 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first systematic treatment of Bayesian nonparametric methods and the theory behind them. It will also appeal to statisticians in general. The book is primarily aimed at graduate students and can be used as the text for a graduate course in Bayesian non-parametrics.

Nonparametric Density Estimation

Download Nonparametric Density Estimation PDF Online Free

Author :
Publisher : New York ; Toronto : Wiley
ISBN 13 :
Total Pages : 376 pages
Book Rating : 4.:/5 (319 download)

DOWNLOAD NOW!


Book Synopsis Nonparametric Density Estimation by : Luc Devroye

Download or read book Nonparametric Density Estimation written by Luc Devroye and published by New York ; Toronto : Wiley. This book was released on 1985-01-18 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a rigorous, systematic treatment of density estimates, their construction, use and analysis with full proofs. It develops L1 theory, rather than the classical L2, showing how L1 exposes fundamental properties of density estimates masked by L2.

Mixtures

Download Mixtures PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119998441
Total Pages : 352 pages
Book Rating : 4.1/5 (199 download)

DOWNLOAD NOW!


Book Synopsis Mixtures by : Kerrie L. Mengersen

Download or read book Mixtures written by Kerrie L. Mengersen and published by John Wiley & Sons. This book was released on 2011-05-03 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book uses the EM (expectation maximization) algorithm to simultaneously estimate the missing data and unknown parameter(s) associated with a data set. The parameters describe the component distributions of the mixture; the distributions may be continuous or discrete. The editors provide a complete account of the applications, mathematical structure and statistical analysis of finite mixture distributions along with MCMC computational methods, together with a range of detailed discussions covering the applications of the methods and features chapters from the leading experts on the subject. The applications are drawn from scientific discipline, including biostatistics, computer science, ecology and finance. This area of statistics is important to a range of disciplines, and its methodology attracts interest from researchers in the fields in which it can be applied.

Nonparametric Statistics and Mixture Models

Download Nonparametric Statistics and Mixture Models PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814340561
Total Pages : 370 pages
Book Rating : 4.8/5 (143 download)

DOWNLOAD NOW!


Book Synopsis Nonparametric Statistics and Mixture Models by : David R. Hunter

Download or read book Nonparametric Statistics and Mixture Models written by David R. Hunter and published by World Scientific. This book was released on 2011 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: This festschrift includes papers authored by many collaborators, colleagues, and students of Professor Thomas P Hettmansperger, who worked in research in nonparametric statistics, rank statistics, robustness, and mixture models during a career that spanned nearly 40 years. It is a broad sample of peer-reviewed, cutting-edge research related to nonparametrics and mixture models.

Multivariate Kernel Smoothing and Its Applications

Download Multivariate Kernel Smoothing and Its Applications PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 0429939140
Total Pages : 249 pages
Book Rating : 4.4/5 (299 download)

DOWNLOAD NOW!


Book Synopsis Multivariate Kernel Smoothing and Its Applications by : José E. Chacón

Download or read book Multivariate Kernel Smoothing and Its Applications written by José E. Chacón and published by CRC Press. This book was released on 2018-05-08 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kernel smoothing has greatly evolved since its inception to become an essential methodology in the data science tool kit for the 21st century. Its widespread adoption is due to its fundamental role for multivariate exploratory data analysis, as well as the crucial role it plays in composite solutions to complex data challenges. Multivariate Kernel Smoothing and Its Applications offers a comprehensive overview of both aspects. It begins with a thorough exposition of the approaches to achieve the two basic goals of estimating probability density functions and their derivatives. The focus then turns to the applications of these approaches to more complex data analysis goals, many with a geometric/topological flavour, such as level set estimation, clustering (unsupervised learning), principal curves, and feature significance. Other topics, while not direct applications of density (derivative) estimation but sharing many commonalities with the previous settings, include classification (supervised learning), nearest neighbour estimation, and deconvolution for data observed with error. For a data scientist, each chapter contains illustrative Open data examples that are analysed by the most appropriate kernel smoothing method. The emphasis is always placed on an intuitive understanding of the data provided by the accompanying statistical visualisations. For a reader wishing to investigate further the details of their underlying statistical reasoning, a graduated exposition to a unified theoretical framework is provided. The algorithms for efficient software implementation are also discussed. José E. Chacón is an associate professor at the Department of Mathematics of the Universidad de Extremadura in Spain. Tarn Duong is a Senior Data Scientist for a start-up which provides short distance carpooling services in France. Both authors have made important contributions to kernel smoothing research over the last couple of decades.

Nonparametric and Semiparametric Models

Download Nonparametric and Semiparametric Models PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 364217146X
Total Pages : 317 pages
Book Rating : 4.6/5 (421 download)

DOWNLOAD NOW!


Book Synopsis Nonparametric and Semiparametric Models by : Wolfgang Karl Härdle

Download or read book Nonparametric and Semiparametric Models written by Wolfgang Karl Härdle and published by Springer Science & Business Media. This book was released on 2012-08-27 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.

The Oxford Handbook of Bayesian Econometrics

Download The Oxford Handbook of Bayesian Econometrics PDF Online Free

Author :
Publisher : Oxford University Press
ISBN 13 : 0191618268
Total Pages : 576 pages
Book Rating : 4.1/5 (916 download)

DOWNLOAD NOW!


Book Synopsis The Oxford Handbook of Bayesian Econometrics by : John Geweke

Download or read book The Oxford Handbook of Bayesian Econometrics written by John Geweke and published by Oxford University Press. This book was released on 2011-09-29 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology.

Statistical Theory and Computational Aspects of Smoothing

Download Statistical Theory and Computational Aspects of Smoothing PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642484255
Total Pages : 265 pages
Book Rating : 4.6/5 (424 download)

DOWNLOAD NOW!


Book Synopsis Statistical Theory and Computational Aspects of Smoothing by : Wolfgang Härdle

Download or read book Statistical Theory and Computational Aspects of Smoothing written by Wolfgang Härdle and published by Springer Science & Business Media. This book was released on 2013-03-08 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the main applications of statistical smoothing techniques is nonparametric regression. For the last 15 years there has been a strong theoretical interest in the development of such techniques. Related algorithmic concepts have been a main concern in computational statistics. Smoothing techniques in regression as well as other statistical methods are increasingly applied in biosciences and economics. But they are also relevant for medical and psychological research. Introduced are new developments in scatterplot smoothing and applications in statistical modelling. The treatment of the topics is on an intermediate level avoiding too much technicalities. Computational and applied aspects are considered throughout. Of particular interest to readers is the discussion of recent local fitting techniques.

Applied Nonparametric Regression

Download Applied Nonparametric Regression PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521429504
Total Pages : 356 pages
Book Rating : 4.4/5 (295 download)

DOWNLOAD NOW!


Book Synopsis Applied Nonparametric Regression by : Wolfgang Härdle

Download or read book Applied Nonparametric Regression written by Wolfgang Härdle and published by Cambridge University Press. This book was released on 1990 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable.

Smoothing Methods in Statistics

Download Smoothing Methods in Statistics PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461240263
Total Pages : 349 pages
Book Rating : 4.4/5 (612 download)

DOWNLOAD NOW!


Book Synopsis Smoothing Methods in Statistics by : Jeffrey S. Simonoff

Download or read book Smoothing Methods in Statistics written by Jeffrey S. Simonoff and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focussing on applications, this book covers a very broad range, including simple and complex univariate and multivariate density estimation, nonparametric regression estimation, categorical data smoothing, and applications of smoothing to other areas of statistics. It will thus be of particular interest to data analysts, as arguments generally proceed from actual data rather than statistical theory, while the "Background Material" sections will interest statisticians studying the field. Over 750 references allow researchers to find the original sources for more details, and the "Computational Issues" sections provide sources for statistical software that use the methods discussed. Each chapter includes exercises with a heavily computational focus based upon the data sets used in the book, making it equally suitable as a textbook for a course in smoothing.

Nonparametric Regression as a General Statistical Modeling Methodology

Download Nonparametric Regression as a General Statistical Modeling Methodology PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 638 pages
Book Rating : 4.:/5 (319 download)

DOWNLOAD NOW!


Book Synopsis Nonparametric Regression as a General Statistical Modeling Methodology by : Jeffrey Thomas McLeod

Download or read book Nonparametric Regression as a General Statistical Modeling Methodology written by Jeffrey Thomas McLeod and published by . This book was released on 1998 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Python Data Science Handbook

Download Python Data Science Handbook PDF Online Free

Author :
Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1491912138
Total Pages : 609 pages
Book Rating : 4.4/5 (919 download)

DOWNLOAD NOW!


Book Synopsis Python Data Science Handbook by : Jake VanderPlas

Download or read book Python Data Science Handbook written by Jake VanderPlas and published by "O'Reilly Media, Inc.". This book was released on 2016-11-21 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: For many researchers, Python is a first-class tool mainly because of its libraries for storing, manipulating, and gaining insight from data. Several resources exist for individual pieces of this data science stack, but only with the Python Data Science Handbook do you get them all—IPython, NumPy, Pandas, Matplotlib, Scikit-Learn, and other related tools. Working scientists and data crunchers familiar with reading and writing Python code will find this comprehensive desk reference ideal for tackling day-to-day issues: manipulating, transforming, and cleaning data; visualizing different types of data; and using data to build statistical or machine learning models. Quite simply, this is the must-have reference for scientific computing in Python. With this handbook, you’ll learn how to use: IPython and Jupyter: provide computational environments for data scientists using Python NumPy: includes the ndarray for efficient storage and manipulation of dense data arrays in Python Pandas: features the DataFrame for efficient storage and manipulation of labeled/columnar data in Python Matplotlib: includes capabilities for a flexible range of data visualizations in Python Scikit-Learn: for efficient and clean Python implementations of the most important and established machine learning algorithms

Information Bounds and Nonparametric Maximum Likelihood Estimation

Download Information Bounds and Nonparametric Maximum Likelihood Estimation PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 9783764327941
Total Pages : 140 pages
Book Rating : 4.3/5 (279 download)

DOWNLOAD NOW!


Book Synopsis Information Bounds and Nonparametric Maximum Likelihood Estimation by : P. Groeneboom

Download or read book Information Bounds and Nonparametric Maximum Likelihood Estimation written by P. Groeneboom and published by Springer Science & Business Media. This book was released on 1992-07-31 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the lecture notes for a DMV course presented by the authors at Gunzburg, Germany, in September, 1990. In the course we sketched the theory of information bounds for non parametric and semiparametric models, and developed the theory of non parametric maximum likelihood estimation in several particular inverse problems: interval censoring and deconvolution models. Part I, based on Jon Wellner's lectures, gives a brief sketch of information lower bound theory: Hajek's convolution theorem and extensions, useful minimax bounds for parametric problems due to Ibragimov and Has'minskii, and a recent result characterizing differentiable functionals due to van der Vaart (1991). The differentiability theorem is illustrated with the examples of interval censoring and deconvolution (which are pursued from the estimation perspective in part II). The differentiability theorem gives a way of clearly distinguishing situations in which 1 2 the parameter of interest can be estimated at rate n / and situations in which this is not the case. However it says nothing about which rates to expect when the functional is not differentiable. Even the casual reader will notice that several models are introduced, but not pursued in any detail; many problems remain. Part II, based on Piet Groeneboom's lectures, focuses on non parametric maximum likelihood estimates (NPMLE's) for certain inverse problems. The first chapter deals with the interval censoring problem.

Journal of the American Statistical Association

Download Journal of the American Statistical Association PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 898 pages
Book Rating : 4.:/5 ( download)

DOWNLOAD NOW!


Book Synopsis Journal of the American Statistical Association by :

Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2009 with total page 898 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Kernel Smoothing in MATLAB

Download Kernel Smoothing in MATLAB PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814405485
Total Pages : 242 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis Kernel Smoothing in MATLAB by : Ivana Horová

Download or read book Kernel Smoothing in MATLAB written by Ivana Horová and published by World Scientific. This book was released on 2012 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Summary: Offers a comprehensive overview of statistical theory and emphases the implementation of presented methods in Matlab. This title contains various Matlab scripts useful for kernel smoothing of density, cumulative distribution function, regression function, hazard function, indices of quality and bivariate density.