Springer ebook
Elements of Computational Statistics
Series: Statistics and Computing
Gentle, James E.
Springer 1st. ed. 2002. Corr. 2nd printing, 2004, XVIII, 420 p. 86 illus., Hardcover
ISBN: 978-0-387-95489-9
目录
I Methods of Computational Statistics
Introduction to Part I
1 Preliminaries
1.1 Discovering Structure:Data Structures and Structiure in Data
1.2 Modeling and Computational Inference
1.3 The Role of the Empirical Cumulative Distribution Function
1.4 The Role of Optimization in Inference
1.5 Inference about Functions
1.6 Probability Statements in Statistical Inference
Excercises
2 Monte Carlo Methods for Statistical Inference
2.1 Generation of Random Nunbers
2.2 Monte Carlo Estimation
2.3 Simulation of Data from a Hypothesized Model:monte Carlo Tests
2.4 Simulation of Data from a Fitted Model:"Parametric Bootstraps"
2.5 Random Sampling from Data
2.6 Reducing Variance in Monte Carlo Methods
2.7 Acceleration of Markov Chain Monte Chain Monte Carlo Methods
Exercises
3 Randomization and Data Partitioning
3.1 Randomixation Methods
3.2 Cross Validation for Smoothing and Fitting
3.3 Jackknife Methods
Further Reading
Exercises
4 Bootstrap Methods
4.1 Bootstrap Bias Corrections
4.2 Bootstrap Estimation of Variance
4.3 Bootstrap Confidence Intervals
4.4 Bootstrapping Data with Dependencies
4.5 Variance Reduction in Monte Carlo Bootstrap
Further Reading
Exercises
5 Tools for Identification of Structure in Data
5.1 Linear Structure and Other Geometric Properties
5.2 Linear Transformations
5.3 General Transformations of the Coordinate System
5.4 Measures of Similarity and Dissimilarity
5.5 Data Mining
5.6 Computational Feasibility
Exercises
6 Estimation of Functions
7 Graphical Methods in Computational Statistics
II Exploring Data Density and Structure
Introduction to Part II
8 Estimation of Probability Density Functions Using Parametric Models
9 Nonparametric Estimation of Probability Density Functions
10 Structure in data
11 Statistical Models of Dependencies
Appendices
A Monte Carlo Studies in Statistics
B Software for Randon Number Generation
C Notation and Definitions
D Solutions and Hints for Selected Exercises
Bibliography
Author Index
Subject Index
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