Numerical Analysis for Statisticians

Name: Numerical Analysis for Statisticians
Author: Kenneth Lange

Specificaties

Paperback, 600 blz. | Engels

Springer New York | 2e druk, 2012

ISBN13: 9781461426127

Rubricering

Springer New York 2e druk, 2012 9781461426127

Onderdeel van serie Statistics and Computing

€ 120,99

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Samenvatting

Numerical analysis is the study of computation and its accuracy, stability and often its implementation on a computer. This book focuses on the principles of numerical analysis and is intended to equip those readers who use statistics to craft their own software and to understand the advantages and disadvantages of different numerical methods.

Specificaties

ISBN13:9781461426127

Taal:Engels

Bindwijze:paperback

Aantal pagina's:600

Uitgever:Springer New York

Druk:2

Hoofdrubriek:Economie

Serie:Statistics and Computing

Inhoudsopgave

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.