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Model-Free Prediction and Regression
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POLITIS, Dimitris N.

The Model-Free Prediction Principle expounded upon in this monograph is based on the simple notion of transforming a complex dataset to one that is easier to work with, e.g., i.i.d. or Gaussian. As such, it restores the emphasis on observable quantities, i.e., current and future data, as opposed to unobservable model parameters and estimates thereof, and yields optimal predictors in diverse set…

Edition
1
ISBN/ISSN
978-3-319-21346-0
Collation
XVII, 246
Series Title
Frontiers in Probability and the Statistical Sciences
Call Number
-