Description: Inference for Functional Data With Applications, Paperback by Horváth, Lajos; Kokoszka, Piotr, ISBN 1489990526, ISBN-13 9781489990525, Like New Used, Free shipping in the US
This book presents recently developed statistical methods and theory required for the application of the tools of functional data analysis to problems arising in geosciences, finance, economics and biology. It is concerned with inference based on second order statistics, especially those related to the functional principal component analysis. While it covers inference for independent and identically distributed functional data, its distinguishing feature is an in depth coverage of dependent functional data structures, including functional time series and spatially indexed functions. Specific inferential problems studied include two sample inference, change point analysis, tests for dependence in data and model residuals and functional prediction. All procedures are described algorithmically, illustrated on simulated and real data sets, and supported by a complete asymptotic theory.
Th can be read at two levels. Readers interested primarily in methodology will find detailed descriptions of the methods and examples of their application. Researchers interested also in mathematical foundations will find carefully developed theory. The organization of the chapters makes it easy for the reader to choose an appropriate focus. Th introduces the requisite, and frequently used, Hilbert space formalism in a systematic manner. This will be useful to graduate or advanced undergraduate students seeking a self-contained introduction to the subject. Advanced researchers will find novel asymptotic arguments.
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Book Title: Inference for Functional Data With Applications
Number of Pages: Xiv, 422 Pages
Publication Name: Inference for Functional Data with Applications
Language: English
Publisher: Springer New York
Publication Year: 2014
Subject: Functional Analysis, Probability & Statistics / General, Statistics
Type: Textbook
Item Weight: 23.4 Oz
Author: Piotr Kokoszka, Lajos Horváth
Item Length: 9.3 in
Subject Area: Mathematics, Business & Economics
Series: Springer Series in Statistics Ser.
Item Width: 6.1 in
Format: Trade Paperback
