Numerical Analysis for Statisticians

Every advance in computer architecture and software tempts statisticians to tackle numerically harder problems. To do so intelligently requires a good working knowledge of numerical analysis. This book equips students to craft their own software and to understand the advantages and disadvantages of...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lange, Kenneth (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2010.
Edición:2nd ed. 2010.
Colección:Statistics and Computing,
Temas:
Econometrics.
Probabilities.
Mathematical statistics-Data processing.
Probability Theory.
Statistics and Computing.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Recurrence Relations
  • Power Series Expansions
  • Continued Fraction Expansions
  • Asymptotic Expansions
  • Solution of Nonlinear Equations
  • Vector and Matrix Norms
  • Linear Regression and Matrix Inversion
  • Eigenvalues and Eigenvectors
  • Singular Value Decomposition
  • Splines
  • Optimization Theory
  • The MM Algorithm
  • The EM Algorithm
  • Newton's Method and Scoring
  • Local and Global Convergence
  • Advanced Optimization Topics
  • Concrete Hilbert Spaces
  • Quadrature Methods
  • The Fourier Transform
  • The Finite Fourier Transform
  • Wavelets
  • Generating Random Deviates
  • Independent Monte Carlo
  • Permutation Tests and the Bootstrap
  • Finite-State Markov Chains
  • Markov Chain Monte Carlo
  • Advanced Topics in MCMC.

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