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

by Dimitris N Politis and Dimitris N. Politis

Book Overview

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: Hardcover
• Language: English
• ISBN: 3319213466
• ISBN13: 9783319213460
• Release Date: November 2015
• Publisher: Springer
• Length: 246 Pages
• Weight: 1.21 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"