[PDF.28rb] Model-Free Prediction and Regression: A Transformation-Based Approach to Inference (Frontiers in Probability and the Statistical Sciences)
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Model-Free Prediction and Regression: A Transformation-Based Approach to Inference (Frontiers in Probability and the Statistical Sciences)
Dimitris N. Politis
[PDF.no75] Model-Free Prediction and Regression: A Transformation-Based Approach to Inference (Frontiers in Probability and the Statistical Sciences)
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| #3571170 in Books | 2015-11-14 | Original language:English | PDF # 1 | 9.21 x.63 x6.14l,.0 | File type: PDF | 246 pages||From the Back Cover||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 emp
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 settings such as regression and time series. Furthermore, the Model-Free Boots...
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