無母數迴歸模型   (90年度 下學期)

 

課 號

學分

授課教師

上 課 時 間

上課地點

備 註

221 U0600

3 鄭明燕 678 - - - - NM 405 限碩士班以上



  課程說明
 
Kernel density estimation, local likelihood estimation, Spline-based methods, kernel regression, local polynomial regression, bandwidth selection, local varying bandwidth, higher order kernels, optimal kernels, bias reduction techniques, multiple predictors and additive models, smoothing ordered categorical data, goodness-of-fit tests, smoothing-based parametric estimation.


   教科書與參考資料

1.教科書:Simonoff, J.(1996) Smoothing Methods in Statistics. Springer. (1) Silverman, B. W. (1986) Density Estimation for Statistics and Data Analysis. Chapman & Hall. (2) Hardle, W. (1991) Applied Nonparametric Regression. Cambridge University Press. (3) Wand, M. P. and Jones, M. C. (1995) Kernel Smoothing. Chapman & Hall. (4) Fan, J. and Gijbel, I. (1996) Local Polynomial Modeling and its Applications. Chapman & Hall. (5) Hart, J. D. (1997) Nonparametric Smoothing and Lack-of-fit Tests. Springer.
  評量

作業 50% 報告 50%
 

 

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本頁最後修訂時間: Mar/16/2002.