Statistical modeling using local Gaussian approximation. (2021)

• Record Type: Book
• Further Information: Note: Dag Tjøstheim, Håkon Otneim, Bård Stove.
• Authors: Tjøstheim, Dag; Otneim, Håkon; Stove, Bård
• Contents: 1. Introduction; 2. Parametric, nonparametric, locally parametric; 3. Dependence; 4. Local Gaussian correlation and dependence; 5. Local Gaussian correlation and the copula; 6. Applications in finance; 7. Measuring dependence and testing for independence; 8. Time series dependence and spectral analysis; 9. Multivariate density estimation; 10. Conditional density estimation; 11. The local Gaussian partial correlation; 12. Regression and conditional regression quantiles; 13. A local Gaussian Fisher discriminant
• Publisher Details: Amsterdam : Academic Press
• Publication Date: 2021
• Extent: 1 online resource
• Subjects: 519.5; Statistics; Mathematical models; Gaussian distribution; Approximation theory
• Languages: English
• ISBNs: 9780128154458
• Related ISBNs: 9780128158616
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.