Smoothing of Multivariate Data

Beschreibung

An applied treatment of the key methods and state-of-the-art toolsfor visualizing and understanding statistical data Smoothing of Multivariate Data provides an illustrative andhands-on approach to the multivariate aspects of densityestimation, emphasizing the use of visualization tools. Rather thanoutlining the theoretical concepts of classification andregression, this book focuses on the procedures for estimating amultivariate distribution via smoothing. The author first provides an introduction to variousvisualization tools that can be used to construct representationsof multivariate functions, sets, data, and scales of multivariatedensity estimates. Next, readers are presented with an extensivereview of the basic mathematical tools that are needed toasymptotically analyze the behavior of multivariate densityestimators, with coverage of density classes, lower bounds,empirical processes, and manipulation of density estimates. Thebook concludes with an extensive toolbox of multivariate densityestimators, including anisotropic kernel estimators, minimizationestimators, multivariate adaptive histograms, and waveletestimators. A completely interactive experience is encouraged, as allexamples and figurescan be easily replicated using the R softwarepackage, and every chapter concludes with numerous exercises thatallow readers to test their understanding of the presentedtechniques. The R software is freely available on the book'srelated Web site along with "Code" sections for each chapter thatprovide short instructions for working in the R environment. Combining mathematical analysis with practical implementations,Smoothing of Multivariate Data is an excellent book for courses inmultivariate analysis, data analysis, and nonparametric statisticsat the upper-undergraduate and graduatelevels. It also serves as avaluable reference for practitioners and researchers in the fieldsof statistics, computer science, economics, and engineering.

Autor*in

Jussi Klemelä

Themen in »Smoothing of Multivariate Data«

Computational & Graphical Statistics Multivariate Analyse Multivariate Analysis Multivariate Verfahren Rechnergestützte u. graphische Statistik Statistics Statistik Wirtschaftsinformatik

Stimmen zu »Smoothing of Multivariate Data«

"Overall, the book complements existing books on nonparametric density estimation with its focus on multivariate data, visualization and sieve-type estimators." (Mathematical Reviews, 2011) "The book is suitable for courses in data analysis, multivariate analysis, and nonparametric statistics at the upper-undergraduate and graduate levels. Since it combines mathematical analysis with practical implementation it is also recommended to practitioners and researchers in the fields of statistics, computer science, economics and engineering." (Zentralblatt MATH, 2011)
()

Details

Link teilen