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Introduction to Optimization Methods and their Application in Statistics

  • Book
  • © 1987

Overview

Authors:
  1. B. S. Everitt

    1. Institute of Psychiatry, England

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Table of contents (6 chapters)

  1. Front Matter

    Pages i-vii
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  2. An introduction to optimization methods

    • B. S. Everitt
    Pages 1-10

  3. Direct search methods

    • B. S. Everitt
    Pages 11-20

  4. Gradient methods

    • B. S. Everitt
    Pages 21-27

  5. Some examples of the application of optimization techniques to statistical problems

    • B. S. Everitt
    Pages 28-41

  6. Optimization in regression problems

    • B. S. Everitt
    Pages 42-58

  7. Optimization in multivariate analysis

    • B. S. Everitt
    Pages 59-79

  8. Back Matter

    Pages 80-88
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Keywords

About this book

Optimization techniques are used to find the values of a set of parameters which maximize or minimize some objective function of interest. Such methods have become of great importance in statistics for estimation, model fitting, etc. This text attempts to give a brief introduction to optimization methods and their use in several important areas of statistics. It does not pretend to provide either a complete treatment of optimization techniques or a comprehensive review of their application in statistics; such a review would, of course, require a volume several orders of magnitude larger than this since almost every issue of every statistics journal contains one or other paper which involves the application of an optimization method. It is hoped that the text will be useful to students on applied statistics courses and to researchers needing to use optimization techniques in a statistical context. Lastly, my thanks are due to Bertha Lakey for typing the manuscript.

Authors and Affiliations

  • Institute of Psychiatry, England

    B. S. Everitt

Bibliographic Information

  • Book Title: Introduction to Optimization Methods and their Application in Statistics

  • Authors: B. S. Everitt

  • DOI: https://doi.org/10.1007/978-94-009-3153-4

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: B. S. Everitt 1987

  • Softcover ISBN: 978-94-010-7917-4Published: 12 October 2011

  • eBook ISBN: 978-94-009-3153-4Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: VIII, 88

  • Topics: Science, Humanities and Social Sciences, multidisciplinary

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