Applied Nonparametric Regression

Applied Nonparametric Regression
Author: Wolfgang Härdle
Publisher: Cambridge University Press
Total Pages: 356
Release: 1990
Genre: Business & Economics
ISBN: 9780521429504

This is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable.

Introduction to Nonparametric Regression

Introduction to Nonparametric Regression
Author: K. Takezawa
Publisher: John Wiley & Sons
Total Pages: 566
Release: 2005-12-02
Genre: Mathematics
ISBN: 0471771449

An easy-to-grasp introduction to nonparametric regression This book's straightforward, step-by-step approach provides an excellent introduction to the field for novices of nonparametric regression. Introduction to Nonparametric Regression clearly explains the basic concepts underlying nonparametric regression and features: * Thorough explanations of various techniques, which avoid complex mathematics and excessive abstract theory to help readers intuitively grasp the value of nonparametric regression methods * Statistical techniques accompanied by clear numerical examples that further assist readers in developing and implementing their own solutions * Mathematical equations that are accompanied by a clear explanation of how the equation was derived The first chapter leads with a compelling argument for studying nonparametric regression and sets the stage for more advanced discussions. In addition to covering standard topics, such as kernel and spline methods, the book provides in-depth coverage of the smoothing of histograms, a topic generally not covered in comparable texts. With a learning-by-doing approach, each topical chapter includes thorough S-Plus? examples that allow readers to duplicate the same results described in the chapter. A separate appendix is devoted to the conversion of S-Plus objects to R objects. In addition, each chapter ends with a set of problems that test readers' grasp of key concepts and techniques and also prepares them for more advanced topics. This book is recommended as a textbook for undergraduate and graduate courses in nonparametric regression. Only a basic knowledge of linear algebra and statistics is required. In addition, this is an excellent resource for researchers and engineers in such fields as pattern recognition, speech understanding, and data mining. Practitioners who rely on nonparametric regression for analyzing data in the physical, biological, and social sciences, as well as in finance and economics, will find this an unparalleled resource.

Applied Nonparametric Econometrics

Applied Nonparametric Econometrics
Author: Daniel J. Henderson
Publisher: Cambridge University Press
Total Pages: 381
Release: 2015-01-19
Genre: Business & Economics
ISBN: 110701025X

The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.

A Distribution-Free Theory of Nonparametric Regression

A Distribution-Free Theory of Nonparametric Regression
Author: László Györfi
Publisher: Springer Science & Business Media
Total Pages: 662
Release: 2006-04-18
Genre: Mathematics
ISBN: 0387224424

This book provides a systematic in-depth analysis of nonparametric regression with random design. It covers almost all known estimates. The emphasis is on distribution-free properties of the estimates.

Semiparametric Regression for the Applied Econometrician

Semiparametric Regression for the Applied Econometrician
Author: Adonis Yatchew
Publisher: Cambridge University Press
Total Pages: 238
Release: 2003-06-02
Genre: Business & Economics
ISBN: 9780521012263

This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.

Nonparametric and Semiparametric Models

Nonparametric and Semiparametric Models
Author: Wolfgang Karl Härdle
Publisher: Springer Science & Business Media
Total Pages: 317
Release: 2012-08-27
Genre: Mathematics
ISBN: 364217146X

The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.

The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics

The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
Author: Jeffrey Racine
Publisher: Oxford University Press
Total Pages: 562
Release: 2014-04
Genre: Business & Economics
ISBN: 0199857946

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.

Nonparametric Regression and Generalized Linear Models

Nonparametric Regression and Generalized Linear Models
Author: P.J. Green
Publisher: CRC Press
Total Pages: 197
Release: 1993-05-01
Genre: Mathematics
ISBN: 1482229757

Nonparametric Regression and Generalized Linear Models focuses on the roughness penalty method of nonparametric smoothing and shows how this technique provides a unifying approach to a wide range of smoothing problems. The emphasis is methodological rather than theoretical, and the authors concentrate on statistical and computation issues. Real data examples are used to illustrate the various methods and to compare them with standard parametric approaches. The mathematical treatment is self-contained and depends mainly on simple linear algebra and calculus. This monograph will be useful both as a reference work for research and applied statisticians and as a text for graduate students.