Inference and Prediction in Large Dimensions, Hardcover by Bosq, Denis; Balnk...
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$126
Inference and Prediction in Large Dimensions, Hardcover by Bosq, Denis; Balnke, Delphine, ISBN 0470017619, ISBN-13 9780470017616, Brand New, Free shipping in the US
Working with data and parameters belonging to a large or even infinite dimensional space requires alternative statistical methodologies. Here Bosq and Blanke (both U. Pierre et Marie Curie) present inference and statistical prediction in such dimensions through nonparametric instruments, focusing on adaptive projection and kernels methods. They begin with statistical prediction theory, also describing asymptotic prediction, then proceed to inference by projection, covering estimation by adaptive projection, functional tests of fit and prediction by projection. They cover inference by kernels, including the kernel method in discrete time, in continuous time, and from sample data; local time, including empirical density; and linear processes in high dimensions, including functional linear processes and estimation and prediction of functional linear processes. The authors include examples from fields such as finance, medicine and psychology, and the result is very useful for both graduate students and professionals in statistics, mathematics and engineering. Annotation ©2008 Book News, Inc., Portland, OR ()