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Advanced Linear Modeling

Autor Ronald Christensen
en Limba Engleză Hardback – 26 iun 2001

Prezentat sub formă de companion avansat, Advanced Linear Modeling ajunge la a treia ediție, oferind o extensie riguroasă a teoriei modelelor liniare către domenii de frontieră precum învățarea statistică (Statistical Learning) și analiza datelor dependente. Observăm o structură echilibrată, în care Ronald Christensen folosește un nucleu teoretic solid — bazat pe proiecții, ortogonalitate și distanța Mahalanobis — pentru a explica fenomene complexe precum regresia nonparametrică sau mașinile cu vectori suport (SVM).

În comparație cu A First Course in Linear Model Theory de Nalini Ravishanker, care se adresează studenților de nivel intermediar, lucrarea de față propune o abordare mult mai tehnică și specializată. Dacă titlul lui Ravishanker pune bazele, volumul lui Christensen aprofundează subiecte precum estimarea penalizată și metodele kernel, fiind destinat celor care au deja un fundament solid în statistică. Totodată, deși tratează teme de geostatistică regăsite și în Spatial Linear Models for Environmental Data, Advanced Linear Modeling menține o perspectivă matematică unificată, integrând datele spațiale în cadrul mai larg al modelelor liniare generale.

Structura cărții este progresivă: primele capitole sunt dedicate învățării statistice, urmate de o analiză detaliată a datelor dependente, incluzând serii temporale și modele multivariate. Această ediție din 2019 integrează resurse practice esențiale, oferind cod R online pentru toate analizele prezentate, ceea ce facilitează tranziția de la demonstrațiile teoretice la aplicarea pe seturi de date reale.

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Specificații

ISBN-13: 9780387952963
ISBN-10: 0387952969
Pagini: 420
Ilustrații: XIV, 398 p.
Dimensiuni: 160 x 241 x 28 mm
Greutate: 0.79 kg
Ediția:Second Edition 2001
Editura: Springer
Locul publicării:New York, NY, United States

Public țintă

Graduate

De ce să citești această carte

Recomandăm acest volum cercetătorilor și studenților la masterat sau doctorat care doresc să stăpânească mecanismele matematice din spatele algoritmilor moderni de Statistical Learning. Cititorul câștigă o înțelegere profundă a modului în care teoria spațiilor vectoriale se aplică în analiza seriilor temporale și a datelor spațiale. Este un instrument indispensabil pentru trecerea de la modelele liniare clasice la cele complexe, oferind rigoarea necesară pentru cercetarea avansată.


Despre autor

Ronald Christensen este un statistician recunoscut pentru capacitatea sa de a unifica teoria modelelor liniare prin concepte geometrice. În opera sa, Advanced Linear Modeling reprezintă vârful de lance, continuând direcțiile trasate în Plane Answers to Complex Questions, unde a stabilit utilizarea proiecțiilor ca metodă fundamentală de analiză. Alte lucrări ale sale, precum Log-Linear Models and Logistic Regression și Analysis of Variance, Design, and Regression, reflectă interesul constant pentru structurile liniare aplicate pe date dezechilibrate și tabele de contingență, consolidându-i reputația de autoritate în modelarea statistică riguroasă.


Descriere scurtă

This is the second edition of Linear Models for Multivariate, Time Series and Spatial Data. It has a new title to indicate that it contains much new material. The primary changes are the addition of two new chapters: one on nonparametric regression and one on response surface maximization. As before, the presentations focus on the linear model aspects of the subject. For example, in the nonparametric regression chapter there is very little about kernal regression estimation but quite a bit about series approxi­ mations, splines, and regression trees, all of which can be viewed as linear modeling. The new edition also includes various smaller changes. Of particular note are a subsection in Chapter 1 on modeling longitudinal (repeated measures) data and a section in Chapter 6 on covariance structures for spatial lattice data. I would like to thank Dale Zimmerman for the suggestion of incor­ porating material on spatial lattices. Another change is that the subject index is now entirely alphabetical.

Cuprins

1 Multivariate Linear Models.- 2 Discrimination and Allocation.- 3 Principal Components and Factor Analysis.- 4 Frequency Analysis of Time Series.- 5 Time Domain Analysis.- 6 Linear Models for Spatial Data: Kriging.- 7 Nonparametric Regression.- 8 Response Surface Maximization.- References.- Author Index.

Recenzii

From the reviews of the second edition:
"The book by Christensen provides a good explanation of the theory of linear models, spatial data analysis, kriging, nonparametric regressions, response surface maximization, longitudinal models, discriminant analysis, principal components, factor analysis, frequency and time domain time series among others. This is an excellent book and I enjoyed reading every chapter. The author is known for clear presentation. Statistical software MINITAB, BMDP, and MSUSTAT are used in the data analysis of the book." (Ramalingam Shanmugam, Journal of Statistical Computation and Simulation, Vol. 75 (7), 2005)
"The book gives an introduction to a diverse collection of methodologies using the framework of linear models. Many examples are given, and all chapters are finished with a bunch of additional exercises. … The contents are very well explained and really illuminating for people familiar with linear models. I consider this book to be a didactically excellent textbook for graduate students who want to get an overview on advanced linear statistical methods." (R. Fried, Metrika, September, 2003)
"The author aims at a unified approach for different themes, systematically exploiting ‘three fundamental ideas from standard linear model theory: best linear prediction, projections, and Mahalanobis distances’. … It is seen that this book gives a thorough coverage of a broad area, with emphasis on its mathematical aspects, which are clearly presented. It may be useful to those having already some acquaintance with the themes treated, and wishing to study them from another point of view." (Ricardo Maronna, Statistical Papers, Vol. 44 (4), 2003)
"Advanced Linear Modeling is a retitled second edition of Linear Models for Multivariate, Time Series, and Spatial Data (Christensen 1991). … I find it enlightening and a pleasure to read. Christensen writes in an engaging, informal style that carries the readeralong through some challenging material. His linear models framework offers many new insights into the topics that he covers. I expect that I will refer to the book repeatedly when I have occasion to study these topics further." (Daniel B. Hall, Journal of the American Statistical Association, March, 2003)
"This book is the second edition of Linear Models for Multivariate, Time Series and Spatial Data (1991) … . The main change is the addition of Chapter 7 on nonparametric regression … and Chapter 8 on response surface maximization. The emphasis in this work is on the linear model theory, which unifies three major fields in statistics: multivariate analysis, time series and spatial data. Most chapters end with a selection of exercises, which makes the book also interesting for teaching purposes." (N. D. C. Veraverbeke, Short Book Reviews, Vol. 22 (1), 2002)

Caracteristici

presents a collection of methodologies formulated and developed in the framework of linear models

Notă biografică

Ronald Christensen is a Professor of Statistics at the University of New Mexico, Fellow of the American Statistical Association (ASA) and the Institute of Mathematical Statistics, former Chair of the ASA Section on Bayesian Statistical Science and former Editor of The American Statistician. His book publications include Plane Answers to Complex Questions (Springer 2011), Log-Linear Models and Logistic Regression (Springer 1997), Analysis of Variance, Design, and Regression (1996, 2016), and  Bayesian Ideas and Data Analysis (2010, with Johnson, Branscum and Hanson).

Textul de pe ultima copertă

Now in its third edition, this companion volume to Ronald Christensen’s Plane Answers to Complex Questions uses three fundamental concepts from standard linear model theory—best linear prediction, projections, and Mahalanobis distance— to extend standard linear modeling into the realms of Statistical Learning and Dependent Data.  

This new edition features a wealth of new and revised content.  In Statistical Learning it delves into nonparametric regression, penalized estimation (regularization), reproducing kernel Hilbert spaces, the kernel trick, and support vector machines.  For Dependent Data it uses linear model theory to examine general linear models, linear mixed models, time series, spatial data, (generalized) multivariate linear models, discrimination, and dimension reduction.  While numerous references to Plane Answers are made throughout the volume, Advanced Linear Modeling can be used on its own given a solid background in linear models.  Accompanying R code for the analyses is available online.