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Ugrad's Home Page || N. Heckman's Home Page Back to 526 home page || Nancy's teaching page Tentative Outline || Course Work|| Prequisites|| Text/References |
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Statistics 526 Term 2 2002-3
Overview of smoothing:
Standard least squares (normal likelihood) methods:
Using other likelihoods with the above standard methods
(this can cover quite a range - like all of parametric statistics!)
Additive models, semi-parametric models
Functional data analysis - brief overview
After this, topics will depend on people's interest. Possible topics:
There will be no exams.
There is no text for the course. I have some latexed
class notes (currently under revision).
We'll also use articles and parts of different books.
Here are some books on smoothing, with my comments. They are
on 3 day reserve at UBC.
Bowman and Azzalini (1997)
Applied smoothing techniques for data analysis : the kernel approach with
S-Plus illustrations (missing, have requested replacement)
Eubank, R. (1988). Spline Smoothing and Nonparametric Regressions.
Fan, Jianqing and Gijbels (1996). Local polynomial modelling and its
applications.
Green, P.J. and B.W. Silverman (1994). Nonparametric Regression
and Generalized Linear Models.
This book covers penalized likelihood methods.
Hardle, W. (1990). Applied Nonparametric Regression.
Hastie, T. and R. Tibshirani (1990). Generalized Additive Models.
Chapters 1 - 3 give a nice summary of smoothing methods and ideas.
Ramsay and Silverman (1997).
Functional Data Analysis.
Not on reserve yet.
Ramsay and Silverman (2002).
Applied Functional Data Analysis: Methods and Case Studies.
On order.
Simonoff, J. (1996). Smoothing methods in statistics.
Nice overview, not very theoretical, pretty practical.
Wand, M. and C. Jones (1995). Kernel Smoothing.
Mainly local polynomical methods.
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