Numerical Analysis for Statisticians
Published on 9. April 1999
Book
Hardback
XV, 356 pages
978-0-387-94979-6 (ISBN)
Description
Numerical analysis is the study of computation and its accuracy, stability and often its implementation on a computer. This book focuses on the principles of numerical analysis and is intended to equip those readers who use statistics to craft their own software and to understand the advantages and disadvantages of different numerical methods.
More details
Series
Edition
1st ed. 1999. Corr. 2nd printing
Language
English
Place of publication
NY
United States
Target group
College/higher education
Professional and scholarly
Research
Edition type
Revised edition
Illustrations
9 s/w Abbildungen
9 black & white illustrations
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Thickness: 23 mm
Weight
1550 gr
ISBN-13
978-0-387-94979-6 (9780387949796)
DOI
10.1007/b98850
Schweitzer Classification
Other editions
New editions
Kenneth Lange
Numerical Analysis for Statisticians
Book
06/2010
2nd Edition
Springer
€171.19
Shipment within 15-20 days
Content
Recurrence Relations.- Power Series Expansions.- Continued Fraction Expansions.- Asymptotic Expansions.- Solution of Nonlinear Equations.- Vector and Matrix Norms.- Linear Regression and Matrix Inversion.- Eigenvalues and Eigenvectors.- Splines.- The EM Algorithm.- Newton's Method and Scoring.- Variations on the EM Theme.- Convergence of Optimization Algorithms.- Constrained Optimization.- Concrete Hilbert Spaces.- Quadrature Methods.- The Fourier Transform.- The Finite Fourier Transform.- Wavelets.- Generating Random Deviates.- Independent Monte Carlo.- Bootstrap Calculations.- Finite-State Markov Chains.- Markov Chain Monte Carlo.