Elements of Computational Statistics
James E. GentleISBN: 0387954899;
Computationally intensive methods have become widely used both for statistical inference and for exploratory analyses of data. The methods of computational statistics involve resampling, partitioning, and multiple transformations of a dataset. They may also make use of randomly generated artificial data. Implementation of these methods often requires advanced techniques in numerical analysis, so there is a close connection between computational statistics and statistical computing. This book describes techniques used in computational statistics, and addresses some areas of application of computationally intensive methods, such as density estimation, identification of structure in data, and model building. Although methods of statistical computing are notemphasized in this book, numerical techniques for transformations, for function approximation, and for optimization are explained in the context of the statistical methods. The book includes exercises, some with solutions. The book can...
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