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Statistical Modeling Using Local Gaussian Approximation

Statistical Modeling Using Local Gaussian Approximation

by Håkon OtneimDag Tjøstheim and Bård Støve
Paperback
Publication Date: 01/12/2021

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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 econometrics.

ISBN:
9780128158616
9780128158616
Category:
Business mathematics & systems
Format:
Paperback
Publication Date:
01-12-2021
Language:
English
Publisher:
Elsevier Science & Technology
Country of origin:
United Kingdom
Dimensions (mm):
228.6x152.4mm

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