Inference and Prediction in Large Dimensions (Wiley Series in Probability and Statistics)
Inference and Prediction in Large Dimensions (Wiley Series in Probability and Statistics) By Denis Bosq, Delphine Balnke
2007 | 327 Pages | ISBN: 0470017619 | PDF | 3 MB
2007 | 327 Pages | ISBN: 0470017619 | PDF | 3 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 (www.dunod.com) and John Wiley and Sons, Ltd.