1. Modeling Probability Density Functions as Data Objects
- Author
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Piotr Kokoszka, Chao Zhang, and Alexander M. Petersen
- Subjects
Statistics and Probability ,Economics and Econometrics ,Series (mathematics) ,Computer science ,Nonlinear methods ,05 social sciences ,Probabilistic logic ,Probability density function ,01 natural sciences ,Regression ,010104 statistics & probability ,Distribution (mathematics) ,0502 economics and business ,Center (algebra and category theory) ,Statistical physics ,0101 mathematics ,Statistics, Probability and Uncertainty ,Data objects ,050205 econometrics - Abstract
Recent developments in the probabilistic and statistical analysis of probability density functions are reviewed. Density functions are treated as data objects for which suitable notions of the center of distribution and variability are discussed. Special attention is given to nonlinear methods that respect the constraints density functions must obey. Regression, time series and spatial models are discussed. The exposition is illustrated with data examples. A supplementary vignette contains expanded versions of data analyses with accompanying codes.
- Published
- 2022
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