Inference and Prediction in Large Dimensions

Inference and Prediction in Large Dimensions

Author(s): Denis Bosq, Delphine Blanke

Published Online: 31 OCT 2007

Print ISBN: 9780470017616

Online ISBN: 9780470724033

DOI: 10.1002/9780470724033

Series Editor(s): Walter A. Shewhart, Samuel S. Wilks

About this Book

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.

Table of contents

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  1. Part I: Statistical Prediction Theory

  2. Part II: Inference by Projection

  3. Part III: Inference by Kernels

  4. Part IV: Local Time

  5. Part V: Linear Processes in High Dimensions

    1. You have free access to this content
    1. You have free access to this content
    1. You have free access to this content
    1. You have free access to this content

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