Bøger af Henrik (Technical University Denmark Madsen

Providing a flexible framework for data analysis and model building, this text focuses on the statistical methods and models that can help predict the expected value of an outcome, dependent, or response variable. It offers a sound introduction to general and generalized linear models using the popular and powerful likelihood techniques. The aut

Since the mathematics behind generalized linear models is often difficult to follow while the mathematics behind general linear models is well understood, this text describes the methodology behind both models in a parallel setup.

Emphasizes basic methods for modeling linear dynamic systems. This book presents an understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods. It covers topics that include spectral analysis, state space models, and recursive estimation.