Bosq / Balnke / Blanke Inference and Prediction in Large Dimensions

1. Auflage 2008
ISBN: 978-0-470-72402-6
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 336 Seiten, E-Book

Reihe: Wiley Series in Probability and Statistics

This book offers a predominantly theoretical coverage ofstatistical prediction, with some potential applications discussed,when data and/ or parameters belong to a large or infinitedimensional space. It develops the theory of statisticalprediction, non-parametric estimation by adaptive projection- with applications to tests of fit and prediction, andtheory of linear processes in function spaces with applications toprediction of continuous time processes.
This work is in the Wiley-Dunod Series co-published betweenDunod (www.dunod.com) and JohnWiley and Sons, Ltd.

Autoren/Hrsg.

Bosq, Denis

Balnke, Delphine

Blanke, Delphine

Über Autor(innen)

Denis Bosq is a Professor at the Laboratory of Theoretical and Applied Statistics, University of Pierre & Marie Curie - Paris 6. He has over 100 published papers, 5 books, and is chief editor of the journal 'Statistical Inference for Stochastic Processes' as well as associate editor for the 'Journal of Non-Parametric Statistics'. He is a well-known specialist in the field of non-parametric statistical inference.