Maximum Penalied Likelihood Estimation: Regression

By Phillip Brown

This book is intended for graduate students in statistics and industrial mathematics, as well as researchers and practitioners in the field. It covers both theory and practice of nonparametric estimation. The text is novel in its use of maximum penalized likelihood estimation, and the theory of convex minimization problems (fully developed in the text) to obtain convergence rates. A substantial effort has been made to discuss computational details, and to include simulation studies and analyses of some classical data sets using fully automatic (data driven) procedures.

• Format: Hardcover
• Language: English
• ISBN: 0387402675
• ISBN13: 9780387402673
• Release Date: July 2009
• Publisher: Springer
• Length: 572 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"