Inference and prediction in large dimensions
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 projectio...
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| Format: | eBook |
| Language: | English |
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John Wiley & Sons
2007
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| Series: | Wiley series in probability and statistics
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| Collection: | Wiley Online Books - Collection details see MPG.ReNa |
| Summary: | 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. |
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| Physical Description: | 337 S. |
| ISBN: | 9780470017616 |