Separation of signal from noise is the most fundamental problem in data analysis, and arises in many fields, for example, signal processing, econometrics, acturial science, and geostatistics. This book introduces the local regression method in univariate and multivariate settings, and extensions to local likelihood and density estimation. Basic theoretical results and diagnostic tools such as cross validation are introduced along the way. Examples illustrate the implementation of the methods using the LOCFIT software.

Separation of signal from noise is the most fundamental problem in data analysis, arising in such fields as: signal processing, econometrics, actuarial science, and geostatistics. This book introduces the local regression method in univariate and multivariate settings, with extensions to local likelihood and density estimation. Practical information is also included on how to implement these methods in the programs S-PLUS and LOCFIT.

In each of these compelling stories, visitors to a strange, dilapidated building called The Library and Tea Room find themselves ushered into a chair in a reading room by a mysterious old man, who hands them a book from the shelves. Before they can open the book, all the visitors find themselves asleep and experiencing dream visions that grant them greater insight into their own lives and their relationship with God and Creation, at a time when all of them are in need of guidance. Clive Loader's imaginative tales and clear, uncluttered writing make The Sonoran Writings thought-provoking reading.