Handbook of Computational Statistics

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.

Part I Computational Statistics

What is Computational Statistics (James E. Gentle, Wolfgang Härdle, Yuichi Mori)





Part II Statistical Computing

Basic Computational Algorithms (John Monaham)

Random Number Generation (Pierre L´Ecuyer)

MCMC Technology (Siddartha Chib)

Numerical Linear Algebra (Lenka Cizkova)

The EM Algorithm (Geoffrey McLachlan)

Stochastic Optimization (James C. Spall)

Transforms (Brani Vidakovic)

Parallel Computing Techniques (Junji Nakano)

Data Base Methodology (Oliver Günther, Joachim Lenz)

Statistical Languages (Tomoyuki Tarumi)

High-Dimensional Visualization (Edward Wegman)

Interactive Graphics (Jürgen Symanzik)

The Grammar of Graphics (Leland Wilkinson)

User Interfaces (Sigbert Klinke)

Object Oriented Computing (Miroslav Virius)





Part III Statistical Methodology

Cross Validation and Model Choice (Yuedong Wang)

Bootstrap and Resampling (Enno Mammen)

Simulation Techniques (Jack Kleijnen)

Multivariate Density Estimation and Visualization (David Scott)

Smoothing: Local Regression Techniques (Catherine Loader)

Dimension Reduction Methods (Masahiro Mizuta)

Generalized Linear Models (Marlene Müller)

(Non) linear Regression Modelling (Pavel Cizek)

Robustness Issues (P. Laurie Davies, Ursula Gather)

Semiparametrics (Joel Horowitz)

Computational Methods in Bayesian Analysis (Christian Robert)

Data and Knowledge Mining (Adalbert X. Wilhelm)

Tree Based Methods (Heping Zhang)

Neural Networks (nn)

Support Vector Machines (Klaus-Robert Müller)

Statistical Learning Techniques (Peter Bühlmann)

Computational Methods in Survival Analysis ( Toshinari Kamakura)





Part IV Selected Applications

Finance (Rafal Weron)

Econometrics (Luc Bauwens)

Bioinformatics (Iosif Vaisman)

Functional MRI (William F. Eddy)

Network Intrusion Detection (David Marchette)