Inference and Prediction in Large Dimensions

by Delphine Blanke and Denis Bosq

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...

• Format: Hardcover
• Language: English
• ISBN: 0470017619
• ISBN13: 9780470017616
• Release Date: November 2007
• Publisher: Wiley-Interscience
• Length: 336 Pages
• Weight: 1.34 lbs.
• Dimensions: 0.9" x 6.8" x 9.2"