Inference and Prediction in Large Dimensions
Inference and Prediction in Large Dimensions
by Denis Bosq, Delphine Blanke
English | 2007 | ISBN: 0470017619 | 336 pages | PDF | 2.42 MB
by Denis Bosq, Delphine Blanke
English | 2007 | ISBN: 0470017619 | 336 pages | PDF | 2.42 MB
This book offers a predominantly theoretical coverage of statistical prediction, with some potential applications discussed, when data and/ or parameters belong to a large or infinite dimensional space. It develops the theory of statistical prediction, non-parametric estimation by adaptive projection - with applications to tests of fit and prediction, and theory of linear processes in function spaces with applications to prediction of continuous time processes. This work is in the Wiley-Dunod Series co-published between Dunod and John Wiley and Sons, Ltd.
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