Maximum Penalized Likelihood Estimation Volume II: Regression /

• Main Authors: LaRiccia, Vincent N. (Author), Eggermont, Paul P. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York, 2009.
• Series: Springer Series in Statistics,
• Subjects: Statistics.; Biometrics.; Statistical methods.; Computer science > Mathematics.; Mathematical statistics.; Econometrics.; Computational Mathematics and Numerical Analysis.; Biostatistics.; Signal, Image and Speech Processing.; Statistical Theory and Methods.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/b12285

This is the second volume of a text on the theory and practice of maximum penalized likelihood estimation. It is intended for graduate students in statistics, operations research and applied mathematics, as well as for researchers and practitioners in the field. The present volume deals with nonpara...

Table of Contents:

• Smoothing splines of arbitrary order
• Deterministic and random designs
• Reproducing kernel Hilbert spaces, equivalent reproducing kernel estimators
• Strong approximation and confidence bands
• Computing: the Bayesian model and the Kalman filter
• Other estimators: kernels, sieves, local polynomials, least-absolute deviations, total-variation penalized least squares
• Simulations and examples.