Handbook of Computational Statistics

Concepts and Methods

  • James E. Gentle
  • Wolfgang Karl Härdle
  • Yuichi Mori

Part of the Springer Handbooks of Computational Statistics book series (SHCS)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Computational Statistics

    1. Front Matter
      Pages 1-1
    2. James E. Gentle, Wolfgang Karl Härdle, Yuichi Mori
      Pages 3-16
  3. Statistical Computing

    1. Front Matter
      Pages 17-17
    2. John F. Monahan
      Pages 19-33
    3. Pierre L’Ecuyer
      Pages 35-71
    4. Siddhartha Chib
      Pages 73-104
    5. Lenka Čížková, Pavel Čížek
      Pages 105-137
    6. Shu Kay Ng, Thriyambakam Krishnan, Geoffrey J. McLachlan
      Pages 139-172
    7. James C. Spall
      Pages 173-201
    8. Brani Vidakovic
      Pages 203-242
    9. Junji Nakano
      Pages 243-271
    10. Claus Boyens, Oliver Günther, Hans-J. Lenz
      Pages 273-297
    11. Jürgen Symanzik
      Pages 335-373
    12. Leland Wilkinson
      Pages 375-414
    13. Sigbert Klinke
      Pages 415-434
    14. Miroslav Virius
      Pages 435-465
  4. Statistical Methodology

    1. Front Matter
      Pages 467-467
    2. Yuedong Wang
      Pages 469-497
    3. Enno Mammen, Swagata Nandi
      Pages 499-527
    4. Jack P. C. Kleijnen
      Pages 529-547
    5. Catherine Loader
      Pages 571-596
    6. Joel L. Horowitz
      Pages 597-617
    7. Masahiro Mizuta
      Pages 619-644
    8. Pavel Čı́žek
      Pages 645-680
    9. Marlene Müller
      Pages 681-709
    10. Laurie Davies, Ursula Gather
      Pages 711-749
    11. Christian P. Robert
      Pages 751-805
    12. Toshinari Kamakura
      Pages 807-824
    13. Adalbert Wilhelm
      Pages 825-852
    14. Konrad Rieck, Sören Sonnenburg, Sebastian Mika, Christin Schäfer, Pavel Laskov, David Tax et al.
      Pages 883-926
    15. Simon A. Broda, Marc S. Paolella
      Pages 953-983
    16. Peter Bühlmann
      Pages 985-1022
  5. Selected Applications

    1. Front Matter
      Pages 1023-1023
    2. Adam Misiorek, Rafał Weron
      Pages 1025-1059
    3. Luc Bauwens, Jeroen V. K. Rombouts
      Pages 1061-1094
    4. William F. Eddy, Rebecca L. McNamee
      Pages 1113-1137
    5. David J. Marchette
      Pages 1139-1165
  6. Back Matter
    Pages 1167-1192

About this book


The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics.
This new edition is divided into 4 parts in the same way as the first edition. It begins with "How Computational Statistics became the backbone of modern data science" (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research.

The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed.

The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data.

Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications.


Bioinformatics Computational Statistics EM algorithm Functional MRI MCMC Network Intrusion Detection Randon Number Generation Support Vector Machines

Editors and affiliations

  • James E. Gentle
    • 1
  • Wolfgang Karl Härdle
    • 2
  • Yuichi Mori
    • 3
  1. 1.Dept. Computational & Data, SciencesGeorge Mason UniversityFairfaxUSA
  2. 2.L.v.Bortkiewicz Chair of Statistics, C.A.S.E. Centre f. Appl. Stat. & Econ.Humboldt-Universität zu BerlinBerlinGermany
  3. 3.Dept. SocioinformationOkayama UniversityOkayamaJapan

Bibliographic information

Industry Sectors
Finance, Business & Banking
IT & Software
Consumer Packaged Goods
Oil, Gas & Geosciences