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Basic elements of computational statistics

✍ Scribed by Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema


Publisher
Springer
Year
2017
Tongue
English
Leaves
318
Series
Statistics and computing
Category
Library

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✦ Synopsis


This textbook on computational statistics presents tools and concepts of univariate and multivariate statistical data analysis with a strong focus on applications and implementations in the statistical software R. It covers mathematical, statistical as well as programming problems in computational statistics and contains a wide variety of practical examples. In addition to the numerous R sniplets presented in the text, all computer programs (quantlets) and data sets to the book are available on GitHub and referred to in the book. This enables the reader to fully reproduce as well as modify and adjust all examples to their needs.

The book is intended for advanced undergraduate and first-year graduate students as well as for data analysts new to the job who would like a tour of the various statistical tools in a data analysis workshop. The experienced reader with a good knowledge of statistics and programming might skip some sections on univariate models and enjoy the various ma

thematical roots of multivariate techniques.

The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

✦ Table of Contents


Front Matter ....Pages i-xxi
The Basics of R (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 1-32
Numerical Techniques (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 33-75
Combinatorics and Discrete Distributions (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 77-107
Univariate Distributions (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 109-128
Univariate Statistical Analysis (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 129-170
Multivariate Distributions (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 171-196
Regression Models (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 197-218
Multivariate Statistical Analysis (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 219-241
Random Numbers in R (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 243-267
Advanced Graphical Techniques in R (Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin)....Pages 269-296
Back Matter ....Pages 297-305

✦ Subjects


Mathematical statistics -- Data processing;R (Computer program language)


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