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Multivariate Nonparametric Regression and Visualization

With R and Applications to Finance
BuchGebunden
392 Seiten
Englisch
Wiley & Sonserschienen am23.05.20141. Auflage
Covering classification and regression, Statistical Learning is the first of its kind to use visualization techniques to identify, test, and analyze classifiers for their most accurate exploration of data.mehr
Verfügbare Formate
BuchGebunden
EUR115,50
E-BookEPUB2 - DRM Adobe / EPUBE-Book
EUR91,99
E-BookPDF2 - DRM Adobe / Adobe Ebook ReaderE-Book
EUR91,99

Produkt

KlappentextCovering classification and regression, Statistical Learning is the first of its kind to use visualization techniques to identify, test, and analyze classifiers for their most accurate exploration of data.
ZusammenfassungA modern approach to statistical learning and its applications through visualization methods With a unique and innovative presentation, Multivariate Nonparametric Regression and Visualization provides readers with the core statistical concepts to obtain complete and accurate predictions when given a set of data.
Details
ISBN/GTIN978-0-470-38442-8
ProduktartBuch
EinbandartGebunden
Erscheinungsjahr2014
Erscheinungsdatum23.05.2014
Auflage1. Auflage
Seiten392 Seiten
SpracheEnglisch
Artikel-Nr.29820869

Inhalt/Kritik

Inhaltsverzeichnis
Preface xvii Introduction xix I.1 Estimation of Functionals of Conditional Distributions xx I.2 Quantitative Finance xxi I.3 Visualization xxi I.4 Literature xxiii PART I METHODS OF REGRESSION AND CLASSIFICATION 1 Overview of Regression and Classification 3 1.1 Regression 3 1.2 Discrete Response Variable 29 1.3 Parametric Family Regression 33 1.4 Classification 37 1.5 Applications in Quantitative Finance 42 1.6 Data Examples 52 1.7 Data Transformations 53 1.8 Central Limit Theorems 58 1.9 Measuring the Performance of Estimators 61 1.10 Confidence Sets 73 1.11 Testing 75 2 Linear Methods and Extensions 77 2.1 Linear Regression 78 2.2 Varying Coefficient Linear Regression 97 2.3 Generalized Linear and Related Models 102 2.4 Series Estimators 107 2.5 Conditional Variance and ARCH models 111 2.6 Applications in Volatility and Quantile Estimation 115 2.7 Linear Classifiers 124 3 Kernel Methods and Extensions 127 3.1 Regressogram 129 3.2 Kernel Estimator 130 3.3 Nearest Neighborhood Estimator 147 3.4 Classification with Local Averaging 148 3.5 Median Smoothing 151 3.6 Conditional Density Estimators 152 3.7 Conditional Distribution Function Estimation 158 3.8 Conditional Quantile Estimation 160 3.9 Conditional Variance Estimation 162 3.10 Conditional Covariance Estimation 176 3.11 Applications in Risk Management 181 3.12 Applications in Portfolio Selection 205 4 Semiparametric and Structural Models 229 4.1 Single Index Model 230 4.2 Additive Model 234 4.3 Other Semiparametric Models 237 5 Empirical Risk Minimization 241 5.1 Empirical Risk 243 5.2 Local Empirical Risk 247 5.3 Support Vector Machines 257 5.4 Stagewise Methods 259 5.5 Adaptive Regressograms 264 PART II VISUALIZATION 6 Visualization of Data 277 6.1 Scatter Plots 278 6.2 Histogram and Kernel Density Estimator 282 6.3 Dimension Reduction 284 6.4 Observations as Objects 288 7 Visualization of Functions 295 7.1 Slices 296 7.2 Partial Dependence Functions 296 7.3 Reconstruction of Sets 299 7.4 Level Set Trees 303 7.5 Unimodal Densities 326 7.5.1 Probability Content of Level Sets 327 7.5.2 Set Visualization 328 Appendix A: R Tutorial 329 A.1 Data Visualization 329 A.2 Linear Regression 331 A.3 Kernel Regression 332 A.4 Local Linear Regression 341 A.5 Additive Models: Backfitting 344 A.6 Single Index Regression 345 A.7 Forward Stagewise Modeling 347 A.8 Quantile Regression 349 References 351 Author Index 361 Topic Index 365mehr

Autor

JUSSI KLEMELÄ, PhD, is Senior Research Fellow in the Department of Mathematical Sciences at the University of Oulu. He has written numerous journal articles on his research interests, which include density estimation and the implementation of cutting edge visualization tools. Dr. Klemelä is the author of Smoothing of Multivariate Data: Density Estimation and Visualization, also published by Wiley.