XploRe — Learning Guide
Springer Berlin (Verlag)
978-3-540-66207-5 (ISBN)
It is generally accepted that training in statistics must include some exposure to the mechanics of computational statistics. This learning guide is intended for beginners in computer-aided statistical data analysis. The prerequisites for XploRe - the statistical computing environment - are an introductory course in statistics or mathematics. The reader of this book should be familiar with basic elements of matrix algebra and the use of HTML browsers. This guide is designed to help students to XploRe their data, to learn (via data interaction) about statistical methods and to disseminate their findings via the HTML outlet. The XploRe APSS (Auto Pilot Support System) is a powerful tool for finding the appropriate statistical technique (quantlet) for the data under analysis. Homogeneous quantlets are combined in XploRe into quantlibs. The XploRe language is intuitive and users with prior experience of other sta tistical programs will find it easy to reproduce the examples explained in this guide. The quantlets in this guide are available on the CD-ROM as well as on the Internet. The statistical operations that the student is guided into range from basic one-dimensional data analysis to more complicated tasks such as time series analysis, multivariate graphics construction, microeconometrics, panel data analysis, etc. The guide starts with a simple data analysis of pullover sales data, then in troduces graphics. The graphics are interactive and cover a wide range of dis plays of statistical data.
Wolfgang Härdle is a professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.
I: First Steps.- 1 Getting Started.- 2. Descriptive Statistics.- 3 Graphics.- 4 Regression Methods.- 5 Teachware Quantlets.- II: Statistical Libraries.- 6 Smoothing Methods.- 7 Generalized Linear Models.- 8 Neural Networks.- 9 Time Series.- 10 Kalman Filtering.- 11 Finance.- 12 Microeconometrics and Panel Data.- 13 Extreme Value Analysis.- 14 Wavelets.- III: Programming.- 15 Reading and Writing Data.- 16 Matrix Handling.- 17 Quantlets and Quantlibs.
From the reviews:
"XploRe is a statistical package with an econometric focus. ... XploRe is an excellent tool for those who wish to engage in some fairly sophisticated econometric analysis. It is also an excellent environment to teach budding statisticians. ... I also believe that serious researchers in the area will find the professional package to be a very useful analytic tool." (Joseph Hilbe, The American Statistician, Vol. 55 (2), May 2001)
"XploRe Learning Guide and the accompanying CD are intended for beginners in computer-aided statistical data analysis. The guide contains 17 Chapters and an Appendix." (Shibdas Bandyopadhyay, Sankhya, Vol. 64 B, Part 3, 2002)
Erscheint lt. Verlag | 19.10.1999 |
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Zusatzinfo | IV, 526 p. 86 illus. |
Verlagsort | Berlin |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 700 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Schlagworte | Data Analysis • Statistica • Statistical Computing • Statistical Programs • XploRe |
ISBN-10 | 3-540-66207-3 / 3540662073 |
ISBN-13 | 978-3-540-66207-5 / 9783540662075 |
Zustand | Neuware |
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