Maximum Penalized Likelihood Estimation

Maximum Penalized Likelihood Estimation
Title Maximum Penalized Likelihood Estimation PDF eBook
Author Paul P. Eggermont
Publisher Springer
Pages 0
Release 2011-12-02
Genre Mathematics
ISBN 9781461417125

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Unique blend of asymptotic theory and small sample practice through simulation experiments and data analysis. Novel reproducing kernel Hilbert space methods for the analysis of smoothing splines and local polynomials. Leading to uniform error bounds and honest confidence bands for the mean function using smoothing splines Exhaustive exposition of algorithms, including the Kalman filter, for the computation of smoothing splines of arbitrary order.

Maximum Penalized Likelihood Estimation

Maximum Penalized Likelihood Estimation
Title Maximum Penalized Likelihood Estimation PDF eBook
Author P.P.B. Eggermont
Publisher Springer Nature
Pages 514
Release 2020-12-15
Genre Mathematics
ISBN 1071612441

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This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.

Maximum Penalized Likelihood Estimation

Maximum Penalized Likelihood Estimation
Title Maximum Penalized Likelihood Estimation PDF eBook
Author Paul P. Eggermont
Publisher Springer Science & Business Media
Pages 580
Release 2009-06-02
Genre Mathematics
ISBN 0387689028

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Unique blend of asymptotic theory and small sample practice through simulation experiments and data analysis. Novel reproducing kernel Hilbert space methods for the analysis of smoothing splines and local polynomials. Leading to uniform error bounds and honest confidence bands for the mean function using smoothing splines Exhaustive exposition of algorithms, including the Kalman filter, for the computation of smoothing splines of arbitrary order.

Maximum Penalized Likelihood Estimation

Maximum Penalized Likelihood Estimation
Title Maximum Penalized Likelihood Estimation PDF eBook
Author P.P.B. Eggermont
Publisher Springer Science & Business Media
Pages 544
Release 2001-06-21
Genre Mathematics
ISBN 9780387952680

Download Maximum Penalized Likelihood Estimation Book in PDF, Epub and Kindle

This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.

The Frailty Model

The Frailty Model
Title The Frailty Model PDF eBook
Author Luc Duchateau
Publisher Springer Science & Business Media
Pages 329
Release 2007-10-23
Genre Mathematics
ISBN 038772835X

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Readers will find in the pages of this book a treatment of the statistical analysis of clustered survival data. Such data are encountered in many scientific disciplines including human and veterinary medicine, biology, epidemiology, public health and demography. A typical example is the time to death in cancer patients, with patients clustered in hospitals. Frailty models provide a powerful tool to analyze clustered survival data. In this book different methods based on the frailty model are described and it is demonstrated how they can be used to analyze clustered survival data. All programs used for these examples are available on the Springer website.

Maximum Penalized Likelihood Estimation: Regression

Maximum Penalized Likelihood Estimation: Regression
Title Maximum Penalized Likelihood Estimation: Regression PDF eBook
Author Paulus Petrus Bernardus Eggermont
Publisher
Pages
Release 2001
Genre Estimation theory
ISBN

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The Statistical Analysis of Interval-censored Failure Time Data

The Statistical Analysis of Interval-censored Failure Time Data
Title The Statistical Analysis of Interval-censored Failure Time Data PDF eBook
Author Jianguo Sun
Publisher Springer
Pages 310
Release 2007-05-26
Genre Mathematics
ISBN 0387371192

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This book collects and unifies statistical models and methods that have been proposed for analyzing interval-censored failure time data. It provides the first comprehensive coverage of the topic of interval-censored data and complements the books on right-censored data. The focus of the book is on nonparametric and semiparametric inferences, but it also describes parametric and imputation approaches. This book provides an up-to-date reference for people who are conducting research on the analysis of interval-censored failure time data as well as for those who need to analyze interval-censored data to answer substantive questions.