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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 |
| 一 |
二 |
三 |
四 |
五 |
221 U0600 |
3 |
鄭明燕 |
678 |
- |
- |
- |
- |
NM 405 |
限碩士班以上 |
|
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課程說明 |
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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.
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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.
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| 評量 |
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作業 50%
報告 50%
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