Statistical Modeling Using Local Gaussian Approximation Tjostheim Dag
Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution - perhaps the most well-known and most used distribution in statistics - to a…
Specifikacia Statistical Modeling Using Local Gaussian Approximation Tjostheim Dag
Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution - perhaps the most well-known and most used distribution in statistics - to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing conditional distribution functions, conditional mean functions and conditional quantile functions. Three R packages are integrated with the text, based on local Gaussian correlation, density and conditional density estimation, and local spectral analysis. The book is of particular relevance and interest to researchers in econometrics and financial