Zwanzig S., Mahjani B. Computer Intensive Methods in Statistics

Boca Raton: CRC Press, 2019. — 226 p. — ISBN: 0367194252.This textbook gives an overview of statistical methods that have been developed during the last years due to increasing computer use, including random number generators, Monte Carlo methods, Markov Chain Monte Carlo (MCMC) methods, Bootstrap, EM algorithms, SIMEX, variable selection, density estimators, kernel estimators, orthogonal and local polynomial estimators, wavelet estimators, splines, and model assessment. Computer Intensive Methods in Statistics is written for students at graduate level, but can also be used by practitioners.Features:Presents the main ideas of computer-intensive statistical methods.
Gives the algorithms for all the methods.
Uses various plots and illustrations for explaining the main ideas.
Features the theoretical backgrounds of the main methods.
Includes R codes for the methods and examples.Random Variable Generation.
Monte Carlo Methods.
Bootstrap.
Simulation-Based Methods.
Density Estimation.
Nonparametric Regression.True PDF