Elements of Computational Statistics

by James E. Gentle

Subject Index

  • ACE (alternating conditional expectation method) 328
  • {\sl ACM Transactions on Mathematical Software} 352, 386, 388
  • {\sl ACM Transactions on Modeling and Computer Simulation} 386
  • additivity and variance stabilization (AVAS) 329
  • affine transformation 103
  • AID (classification method) 322
  • alternating conditional expectation (ACE) 328
  • AMISE (asymptotic mean integrated squared error) 149
  • AMS MR classification system 386
  • anaglyph 166
  • Andrews curve 176
  • angle between vectors 100, 101
  • angular separation 116
  • anisometry 117
  • ANSI (standards) 186
  • {\sl Applied Statistics} 352, 386, 388
  • arcing 323
  • ASH (average shifted histogram) 216
  • aspect ratio 6
  • asymptotic mean integrated squared error (AMISE) 149
  • AVAS (additivity and variance stabilization method) 329, 330
  • average shifted histogram (ASH) 216
  • AVS (graphics system) 187
  • B-spline 140
  • bagging 323
  • Banach space 132
  • basis functions 133
  • batch means for variance estimation 55
  • Bayes rule 305
  • Bayesian model 309
  • BC$_a$ bootstrap 92
  • Bernstein polynomial 163
  • beta function 372
  • beta weight function 163
  • bias 12
  • bin smoother 331
  • binary difference 116
  • binning 125, 294
  • blind source separation 289
  • bona fide density estimator 205
  • boosting 323
  • bootstrap bias correction 86
  • bootstrap confidence interval 89
  • bootstrap variance estimate 88
  • bootstrap, parametric 60
  • bootstrapping regression 93
  • Box-Cox transformation 327
  • broken-line ECDF 158
  • Brownian motion 310
  • brushing 178
  • Burr family of distributions 201
  • B\'{e}zier curve 162
  • C (programming language) 351
  • C5.0 123, 322
  • {\sl CALGO} ({\sl Collected Algorithms of the ACM}) 386, 388
  • Canberra distance 115
  • CART (method and software) 123, 320, 322
  • casement display 171
  • categorical variable 111
  • Cauchy-Schwarz inequality 130
  • CAVE 183
  • CDF (cumulative distribution function) 365
  • centered data 101, 110
  • centroidal tessellation 248
  • Chebyshev norm 131
  • Chernoff face 173
  • Christoffel-Darboux formula 135
  • circular data 118
  • classification tree 123, 238, 320
  • classification 237, 320
  • claw density 226
  • clustered image map 165
  • clustering 202, 237
  • {\sl Collected Algorithms of the ACM} ({\sl CALGO}) 386, 388
  • color table 185
  • color, representation of 184
  • {\sl Communications in Statistics --- Simulation and Computation} 387
  • complete linkage clustering 242
  • complete space 132
  • COMPSTAT 385, 387
  • computational feasibility 124
  • computational inference 10, 58
  • {\sl Computational Statistics} 387
  • {\sl Computational Statistics \& Data Analysis} 387
  • computer experiment 347
  • {\sl Computing Science and Statistics} 387
  • conceptual clustering 249
  • conditioning plot 171
  • coneplots 176
  • confidence interval 33, 89
  • conjunctive normal form (CNF) 322
  • consistent estimator 145
  • container hull 258
  • contour plot 164
  • control variate 63
  • convergence in mean square 145
  • convergence in quadratic mean 145
  • convex hull peeling 258
  • convex hull 258
  • coordinate system 108
  • coplot (conditioning plot) 171
  • correlation matrix 110
  • correlation 109
  • covariance 109
  • cross validation 74
  • cumulative distribution function 365
  • {\sl Current Index to Statistics} 386
  • curse of dimensionality 293
  • data-based random number generation 355
  • data depth 259
  • data-generating process 5, 10
  • data mining 123
  • data partitioning 69
  • decomposition of a function 54, 139
  • Delaunay triangulation 246
  • Delta algorithm 26
  • delta method 31
  • density estimation 197, 205
  • depth median 261
  • depth of data 259
  • device coordinate system 155
  • device driver 186
  • DIEHARD tests for random number generators 40, 357
  • Dijkstra's algorithm 256
  • dimension reduction 99, 246
  • Dirac delta function 369
  • direct volume rendering 166
  • directional data 118
  • Dirichlet tessellation 246
  • discrimination 237
  • disjunctive normal form (DNF) 322
  • dissimilarity measure 118
  • dissimilarity 109, 114
  • distance 114
  • dot product 100, 129
  • ECDF (empirical cumulative distribution function) 11, 158, 194, 365
  • EDA 123, 300
  • eigenfunctions 134
  • eigenvalues 134
  • elemental regression 323
  • ellipsoid, minimum volume 259
  • EM algorithm 27
  • empirical cumulative distribution function 11, 158, 194, 365
  • empirical orthogonal functions 265
  • empirical probability density function (EPDF) 12, 194
  • empirical quantile 14
  • EPDF (empirical probability density function) 12, 194
  • errors-in-variables 318, 319
  • Euclidean distance 114
  • Euclidean length 100
  • EXPLOR4 (software) 174
  • exploratory data analysis 123, 300
  • Exponent Graphics (software) 186
  • factor analysis 265, 276
  • feature space 289
  • filter 129, 142
  • filtered kernel density estimation 224
  • Fisher scoring 25
  • flat 101
  • Fortran 90 351
  • 4-plot 154
  • Fourier coefficients 134
  • Fourier series curve 176
  • fractal dimension 287
  • frequency polygon 216
  • functional data 112
  • fuzzy clustering 250
  • gamma function 372
  • GAMS ({\sl Guide to Available Mathematical Software}) 352, 388
  • GAMS, electronic access 388
  • Gauss-Newton method 19
  • generalized jackknife 80, 81
  • generalized lambda family of distributions 199, 201
  • generalized linear model 304
  • geometric Brownian motion 311
  • geometry 102
  • Gibbs method 46, 50
  • Gibbs sampling 51
  • GIMP (graphics software) 187
  • GKS 186
  • glyph 172
  • GNU Scientific Library (GSL) 352
  • gnuplot (graphics software) 187
  • Gram-Charlier series 136
  • Gram-Schmidt transformation 102, 133
  • grand tour (in graphics) 180, 257
  • grand tour in Andrews curves {\it Exercise \ref{ex:graph030}}: 190
  • grand tour in cone plots {\it Exercise \ref{ex:graph030a}}: 190
  • graphics 153
  • GSL (GNU Scientific Library) 352
  • halfspace location depth 259
  • Hamiltonian circuit 258
  • Hamming distance 116
  • Heaviside function 368
  • Hellinger distance 146
  • Hermite polynomial 136, 137
  • hierarchical clustering 240
  • hierarchical model 309
  • Hilbert space 132
  • histogram 155
  • histospline 216
  • homogeneous coordinates 106, 155
  • Hotelling transform 270
  • Huber estimator 316
  • hull 258
  • hypergeometric distribution 199
  • hypothesis testing 32, 58
  • IAE (integrated absolute error) 146, 149
  • ICA (independent components analysis) 281, 289
  • ideal bootstrap 88
  • IMAE (integrated mean absolute error) 148
  • image plot 164
  • immersive techniques 183
  • IMPLOM 171, 182
  • importance sampling 62
  • imputation 61
  • IMSE (integrated mean squared error) 147
  • IMSL Exponent Graphics 186
  • IMSL Libraries 352, 354
  • incomplete gamma function 372
  • independent components analysis 265, 281, 289
  • indicator function 368
  • inference, computational 10, 58
  • inner product 100, 129, 132
  • integrated absolute bias 147
  • integrated absolute error (IAE) 146, 149
  • integrated bias 147
  • integrated mean absolute error (IMAE) 148
  • integrated mean squared error (IMSE) 147
  • integrated squared bias 147
  • integrated squared error (ISE) 146
  • integrated variance 147
  • Interface Symposium 385, 387
  • International Association of Statistical Computing (IASC) 385, 387
  • invariance property 102
  • IRLS (iteratively reweighted least squares) 21, 22
  • ISE (integrated squared error) 146
  • ISO (standards) 186
  • isometric matrix 117
  • isometric transformation 102, 117, 121
  • isotropic transformation 102
  • iteratively reweighted least squares 21, 22
  • It\^{o} process 311
  • jackknife 76
  • jackknife-after-bootstrap 94
  • Jacobi polynomial 163
  • Java 3D 186
  • Jensen's inequality 30
  • jittering 182
  • Johnson family of distributions 200
  • {\sl Journal of Computational and Graphical Statistics} 188, 387
  • {\sl Journal of Statistical Computation and Simulation} 387
  • {\sl Journal of Statistical Software} 389
  • $k$-$d$-tree 263
  • K-means clustering 239, 249
  • Kagom\'{e} lattice 215
  • Karhunen-Lo\`{e}ve transform 265, 270
  • KDD (knowledge discovery in databases) 123
  • kernel (function) 142, 218, 324, 331
  • kernel density estimation 217
  • kernel estimator 129
  • kernel regression 331
  • kernel smoother 331
  • knowledge discovery in databases (KDD) 123
  • Kolmogorov distance 146, 148, 161
  • Kullback-Leibler measure 146
  • ${\rm L}_1$ consistency 149
  • ${\rm L}_2$ consistency 145, 148
  • ${\rm L}_2$ norm 114, 132
  • ${\rm L}_p$ norm 115, 132
  • Laguerre-Fourier index, projection pursuit 287
  • lambda family of distributions 199, 201
  • Langevin equation 311
  • Laplacian operator 370
  • latent semantic indexing 265, 280
  • Latin hypercube sampling 293, 348
  • learning 289
  • least median of squares regression 317
  • least squares estimator 17
  • least squares/normal drift {\it Exercise \ref{ex:meth222}}: 67
  • least trimmed absolute values 316
  • least trimmed squares 316
  • Legendre polynomial 136
  • Levenberg-Marquardt algorithm 20
  • likelihood function 22, 198
  • linear estimator 31
  • linear functional 31
  • lining 257
  • link function 304
  • log-likelihood function 24
  • logit function 304
  • M-estimator 314
  • machine learning 237, 289
  • MAE (mean absolute error) 144
  • Mahalanobis distance 118, 305
  • Manhattan distance 115
  • Markov chain Monte Carlo 47
  • {\sl Mathematical Reviews} 386
  • Matlab (software) 352
  • Matusita distance 146
  • maximum absolute error (SAE) 146
  • maximum difference 115
  • maximum likelihood method 22, 23, 198, 206
  • MCMC (Markov chain Monte Carlo) 47
  • mean absolute error (MAE) 144
  • mean integrated absolute error (MIAE) 148, 149
  • mean integrated squared error (MISE) 148
  • mean square consistent 148
  • mean squared error (MSE) 144, 147
  • mean squared error 12
  • mean squared error, of series expansion 134
  • mean sup absolute error (MSAE) 148
  • method of moments 13
  • metric 109
  • MIAE (mean integrated absolute error) 148, 149
  • minimal spanning tree 255
  • minimum-volume ellipsoid 259
  • Minkowski distance 115
  • MISE (mean integrated squared error) 148
  • missing data 61
  • model-based clustering 202
  • Monte Carlo experimentation 3, 39, 337
  • Monte Carlo study 337
  • Monte Carlo test 58
  • Motif 186
  • mountain plot 158
  • MR classification system 386
  • MSAE (mean sup absolute error) 148
  • MSE (mean squared error) 144, 147
  • MST (minimal spanning tree) 255
  • multidimensional scaling 122
  • multiple imputation 61
  • multipolar mapping 246
  • natural polynomial spline 141
  • nearest neighbors 235, 263, 264
  • {\tt netlib} xii, 352, 386, 388
  • Newton's method 17
  • NIST Test Suite, for random number generators 40
  • nonlinear regression 21
  • nonnegative matrix factorization 280
  • nonparametric density estimation 205
  • nonparametric method 299
  • nonparametric regression 331
  • norm, function 131, 132
  • norm, vector 114
  • normal function 132
  • numerical data 100
  • oblique partitioning 124
  • online algorithm 124
  • OpenGL (software) 186
  • order of computations 124
  • Ornstein-Uhlenbeck process 311
  • orthogonal distance regression 318, 319
  • orthogonal polynomials 135
  • orthogonal transformation 101
  • orthogonalization transformation 102
  • out-of-core algorithm 124
  • outlier 121, 276
  • p-p plot 257
  • parallel coordinates 175
  • parametric bootstrap 60
  • partial scatter plot matrix 170
  • PCA (principal components analysis) 264
  • Pearson family of distributions 199
  • penalized maximum likelihood method 207
  • perspective plot 156
  • PHIGS 186
  • pivotal value 33
  • pixel 155, 184, 185
  • planing 257
  • plug-in estimator 13, 95
  • pointwise properties 143
  • polar coordinates 108, 118, 176, 252
  • PostScript 186
  • PRESS 75
  • PRIM-9 179
  • principal components 264
  • principal curves 289
  • probabilistic latent semantic indexing 280
  • probability plot 159
  • probably approximately correct (PAC) model 305
  • {\sl Proceedings of the Statistical Computing Section} 387
  • profile likelihood 327
  • projection pursuit guided tour 182
  • projection pursuit 281, 319
  • projection 105, 169
  • projective transformation 103
  • prosection 171
  • proximity search 235, 246
  • pseudo grand tour 182
  • pseudovalue 77
  • q-q plot 159
  • quad tree 263
  • quantile plot 199
  • quantile-quantile plot 159
  • quasi-Newton method 17, 25
  • R (software) 187, 352, 357
  • Rand's statistic 254
  • random forest 324
  • {\tt rand} 353
  • rank correlation 111
  • rank transformation 111
  • raster image 155
  • recursion formula for orthogonal polynomials 135
  • recursive partitioning 123, 238, 245, 321
  • registration of data 113
  • regression tree 320, 331
  • regression 301
  • regression, bootstrapping 93
  • regression, nonlinear 21
  • regularization method 317
  • reproducible research xii, 338
  • resampling vector 86
  • resampling 4, 85
  • restricted maximum likelihood method 206
  • robust covariance matrix 121
  • robust method 121, 315
  • rotation 103, 180
  • roughness of a function 150, 212
  • running smoother 331
  • S, S-Plus (software) 352, 357
  • S-Plus (software) 187
  • SAE (sup absolute error) 146
  • sample quantile 14
  • saw-tooth density 226
  • scaling 117
  • scatter plot 155, 169
  • scoring 25
  • scree plot 271
  • section 170
  • See5 123, 322
  • seed of a random number generator 40, 351, 354, 356, 359
  • series estimator 139
  • series expansion 133
  • shape of data 291
  • shearing transformation 103
  • shrinkage 317
  • {\sl SIAM Journal on Scientific Computing} 387
  • side effect 353
  • sieve 207
  • SIGGRAPH 188
  • signum function 373
  • similarity 109
  • similarity measure 110
  • simplicial location depth 261
  • simulation 4, 337
  • single linkage clustering 242
  • singular value 273
  • singular value decomposition 273
  • smooth comb density 226
  • smoothing matrix 218
  • smoothing 162, 330
  • snowflake 173
  • software engineering 353
  • sorting of multivariate data 255
  • SPAVAS (semiparametric AVAS) 330
  • spectral decomposition 266
  • sphered data 117, 118, 288
  • spline smoothing 331
  • spline 140
  • SPLOM (``scatter plot matrix'') 169
  • stalactite plot 178
  • standardized data 117, 235, 265, 266, 267
  • star diagram 173
  • Statistical Computing Section of the American Statistical Association 385, 387
  • {\sl Statistical Computing \& Graphics Newsletter} 188, 387
  • statistical function 12
  • statistical learning 289
  • {\sl Statistics and Computing} 387
  • {\tt statlib} xii, 93, 96, 97, 352, 387, 388
  • stereo-ray glyph 174
  • stereogram 166
  • Stevens's scale typology 99
  • Strauss process 83
  • structure in data 6, 195
  • sup absolute error (SAE) 146
  • support vector machine 324
  • surface rendering 166
  • SVD (singular value decomposition) 273
  • Swendsen-Wang algorithm 66
  • tensor product 137
  • tessellation 215, 246, 294
  • total least squares 318, 319
  • transform-both-sides 328
  • transformation of data 326, 328
  • translation transformation 106
  • trees and castles 174
  • trellis display 172
  • triangle inequality 109
  • trimmed least squares 316
  • truncated power function 140
  • twoing rule 320
  • ultrametric inequality 109, 244
  • uniform norm 131
  • variance estimation 55
  • variance stabilizing transformation 326
  • variance 12
  • variance-covariance matrix 110
  • vector image 155
  • virtual reality 183
  • Visualization Toolkit (software) 187
  • Voronoi diagram 246
  • Voronoi tessellation 246
  • voxel 166
  • vtk (Visualization Toolkit software) 187
  • Ward's method of clustering 244
  • weak convergence in mean square 145
  • weak convergence in quadratic mean 145
  • weighted least squares 21
  • white matrix 118
  • Wiener process 311
  • window size 218
  • wire frame 166
  • world coordinate system 155
  • X Windows 186
  • xfig (graphics software) 187
  • XGobi (software) 187
  • {\tt Xnetlib} 388
  • $z$-buffering 166