Semiparametric regression / David Ruppert, M.P. Wand, R.J. Carroll.

Format:

Book

Author/Creator:

Ruppert, David, 1948- author.

Wand, M. P. (Matt P.), author.

Carroll, Raymond J., author.

Series:

Cambridge series on statistical and probabilistic mathematics.

Cambridge series on statistical and probabilistic mathematics

Language:

English

Subjects (All):

Regression analysis.

Nonparametric statistics.

Physical Description:

1 online resource (xvi, 386 pages) : digital, PDF file(s).

Place of Publication:

Cambridge ; New York : Cambridge University Press, 2003.

Language Note:

English

Summary:

Assuming only a basic familiarity with ordinary parametric regression, this user-friendly book explains the techniques and benefits of semiparametric regression in a concise and modular fashion. The authors make liberal use of graphics and examples plus case studies taken from environmental, financial, and other applications. They include practical advice on implementation and pointers to relevant software.

Contents:

Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Guide to Notation; 1 Introduction; 2 Parametric Regression; 3 Scatterplot Smoothing; 4 Mixed Models; 5 Automatic Scatterplot Smoothing; 6 Inference; 7 Simple Semiparametric Models; 8 Additive Models; 9 Semiparametric Mixed Models; 10 Generalized Parametric Regression; 11 Generalized Additive Models; 12 Interaction Models; 13 Bivariate Smoothing; 14 Variance Function Estimation; 15 Measurement Error; 16 Bayesian Semiparametric Regression; 17 Spatially Adaptive Smoothing; 18 Analyses; 19 Epilogue

A Technical ComplementsB Computational Issues; Bibliography; Author Index; Notation Index; Example Index; Subject Index

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 361-374) and indexes.

ISBN:

1-107-12902-8

0-511-06683-X

1-280-41790-0

9786610417902

0-511-17948-0

0-511-20343-8

0-511-75545-7

0-511-32379-4

0-511-06896-4

OCLC:

191035764