Multivariate Statistical Modelling Based o...

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Beschreibung

Since our first edition of this book, many developments in statistical mod elling based on generalized linear models have been published, and our primary aim is to bring the book up to date. Naturally, the choice of these recent developments reflects our own teaching and research interests. The new organization parallels that of the first edition. We try to motiv ate and illustrate concepts with examples using real data, and most data sets are available on http:/ fwww. stat. uni-muenchen. de/welcome_e. html, with a link to data archive. We could not treat all recent developments in the main text, and in such cases we point to references at the end of each chapter. Many changes will be found in several sections, especially with those connected to Bayesian concepts. For example, the treatment of marginal models in Chapter 3 is now current and state-of-the-art. The coverage of nonparametric and semiparametric generalized regression in Chapter 5 is completely rewritten with a shift of emphasis to linear bases, as well as new sections on local smoothing approaches and Bayesian inference. Chapter 6 now incorporates developments in parametric modelling of both time series and longitudinal data. Additionally, random effect models in Chapter 7 now cover nonparametric maximum likelihood and a new section on fully Bayesian approaches. The modifications and extensions in Chapter 8 reflect the rapid development in state space and hidden Markov models.

Zusammenfassung

The book is aimed at applied statisticians, graduate students of statistics, and students and researchers with a strong interest in statistics and data analysis from areas like econometrics, biometrics, and and social sciences.

Inhaltsverzeichnis

Introduction * Modelling and Analysis of Cross-sectional Data: A Review of Univariate Generalized Linear Models * Models for Multicategorical Responses: Multivariate Extensions of Generalized Linear Models * Selecting and Checking Models * Semi- and Nonparametric Approaches to Regression Analysis * Fixed Parameter Models for Time Series and Longitual Data * Random Effects Models * State Space and Hidden Markov Models * Survival Models

Erscheinungsjahr:	2010
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	xxvi 518 S. 51 s/w Illustr.
ISBN-13:	9781441929006
ISBN-10:	1441929002
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Fahrmeir, Ludwig Tutz, Gerhard
Auflage:	Second Edition 2001
Hersteller:	Springer US Springer New York Springer US, New York, N.Y.
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 30 mm
Von/Mit:	Ludwig Fahrmeir (u. a.)
Erscheinungsdatum:	01.12.2010
Gewicht:	0,82 kg

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