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Model-Free Prediction and Regression: A Transformation-Based Approach to Inference (Frontiers in Probability and the Statistical Sciences)
ModelFree Prediction and Regression A TransformationBased Approach to Inference - Frontiers in Probability and the Statistical Sciences
Author: Dimitris N. Politis
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 the...  more »
ISBN-13: 9783319213460
ISBN-10: 3319213466
Publication Date: 11/30/2015
Pages: 246
Edition: 1st ed. 2015
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Publisher: Springer
Book Type: Hardcover
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