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1、CliveLoaderLocalRegressionandLikelihoodWith68FiguresSpringerCliveLoaderLucentTechnologies600MountainAve.,Rm.2C-279MurrayHill,NJ07974-0636USAclive@research.bell-labs.comSeriesEditors:J.ChambersW.EddyW.HardleBellLabs,LucentTechnologiesDepartmentofStatisticsInstitutfurStatistikund600M
2、ountainAve.CarnegieMellonUniversityOkonometrieMurrayHill,NJ07974Pittsburgh,PA15213Humboldt-UniversitatzuBerlinUSAUSASpandauerStr.1D-10178BerlinGermanyS.SheatherL.TierneyAustralianGraduateSchoolSchoolofStatisticsofManagementUniversityofMinnesotaUniversityofNewSouthWalesVincentHallSy
3、dneyNSW2052Minneapolis,MN55455AustraliaUSALibraryofCongressCataloging-in-PublicationDataLoader,Clive.Localregressionandlikelihood/CliveLoader.p.cm.—(Statisticsandcomputing)Includesbibliographicalreferencesandindex.ISBN0-387-98775-4(alk.paper)1.Regressionanalysis.2.Estimationtheory.
4、I.Title.II.Series.QA276.8.L61999519.5'36—dc2199-14732LucentTechnologiesBellLabsInnovations©1999LucentTechnologiesAllrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(Springer-VerlagNewYork,Inc.,175FifthAvenue,NewYork,NY10010,U
5、SA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseofgeneraldescriptivenames,tradenames
6、,trademarks,etc.,inthispublication,eveniftheformerarenotespeciallyidentified,isnottobetakenasasignthatsuchnames,asunderstoodbytheTradeMarksandMerchandiseMarksAct,mayaccordinglybeusedfreelybyanyone.ISBN0-387-98775-4Springer-VerlagNewYorkBerlinHeidelbergSPIN10712641PrefaceThisbook,an
7、dtheassociatedsoftware,havegrownoutoftheauthor’sworkinthefieldoflocalregressionoverthepastseveralyears.Thebookisdesignedtobeusefulforboththeoreticalworkandinapplications.Mostchapterscontaindistinctsectionsintroducingmethodology,computingandpractice,andtheoreticalresults.Themethodolo
8、gicalandpracticesectionssh