000 nam a22 4500
999 _c32869
_d32869
008 240216b xxu||||| |||| 00| 0 eng d
020 _a9780367194239
082 _a519.50285
_bZWA
100 _aZwanzig, Silvelyn
245 _aComputer intensive methods in statistics
260 _bCRC Press,
_aBoca Raton :
_c2020
300 _axiii, 212 p. ;
_bill.,
_c23 cm.
365 _b52.99
_c
_d110.20
504 _aIncludes bibliographical references and index.
520 _aThis textbook gives an overview of statistical methods that have been developed during the last years due to increasing computer use, including random number generators, Monte Carlo methods, Markov Chain Monte Carlo (MCMC) methods, Bootstrap, EM algorithms, SIMEX, variable selection, density estimators, kernel estimators, orthogonal and local polynomial estimators, wavelet estimators, splines, and model assessment. Computer Intensive Methods in Statistics is written for students at graduate level, but can also be used by practitioners. Features Presents the main ideas of computer-intensive statistical methods Gives the algorithms for all the methods Uses various plots and illustrations for explaining the main ideas Features the theoretical backgrounds of the main methods. Includes R codes for the methods and examples Silvelyn Zwanzig is an Associate Professor for Mathematical Statistics at Uppsala University. She studied Mathematics at the Humboldt- University in Berlin. Before coming to Sweden, she was Assistant Professor at the University of Hamburg in Germany. She received her Ph.D. in Mathematics at the Academy of Sciences of the GDR. Since 1991, she has taught Statistics for undergraduate and graduate students. Her research interests have moved from theoretical statistics to computer intensive statistics. Behrang Mahjani is a postdoctoral fellow with a Ph.D. in Scientific Computing with a focus on Computational Statistics, from Uppsala University, Sweden. He joined the Seaver Autism Center for Research and Treatment at the Icahn School of Medicine at Mount Sinai, New York, in September 2017 and was formerly a postdoctoral fellow at the Karolinska Institutet, Stockholm, Sweden. His research is focused on solving large-scale problems through statistical and computational methods.
650 _aMathematical statistics
650 _aTrial distribution
650 _aSIMEX
650 _aRandom numbers
650 _aNormal distribution
650 _aMarkov chain
650 _aMonte Carlo methods
650 _aImportance sampling
650 _akernel density estimator
650 _aCauchy distribution
650 _aConfidence interval
650 _aF-statistic
650 _aEmpirical distribution function
650 _aEM algorithm
650 _aData processing
650 _aRandom variable generation
700 _aMahjani, Behrang
942 _2ddc
_cBK