Model-Free Prediction and Regression: A Transformation-Based Approach to Inference

by Dimitris N Politis and Dimitris N. Politis

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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,...

Format:Paperback

Language:English

ISBN:3319352490

ISBN13:9783319352497

Release Date:August 2016

Publisher:Springer

Length:246 Pages

Weight:0.83 lbs.

Dimensions:0.6" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Computers Computers & Technology Economics Math Mathematics Science & Math

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Model-Free Prediction and Regression: A Transformation-Based Approach to Inference

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