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Springer Model-Free Prediction and Regression Monograph

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Description

Explore advanced statistical methods in Model-Free Prediction and Regression: A Transformation-Based Approach to Inference. Published by Springer as part of the Frontiers in Probability and the Statistical Sciences series, this monograph introduces a principle based on transforming complex datasets into more manageable forms, such as i.i.d. or Gaussian distributions. By focusing on observable quantities like current and future data rather than unobservable model parameters, this approach provides optimal predictors for regression and time series settings. The text also introduces the Model-Free Bootstrap, allowing researchers to move beyond point prediction to construct frequentist prediction intervals without relying on unrealistic assumptions. This work offers a practical framework for handling diverse data settings through a transformation-based approach to inference.

Key Features

This Springer monograph presents a transformation-based approach to inference for prediction and regression tasks.

The Model-Free Prediction Principle focuses on transforming complex datasets into easier formats like Gaussian or i.i.d.

The text prioritizes observable quantities, including current and future data, instead of unobservable model parameters.

Users can find optimal predictors for various settings such as time series and regression analysis.

The Model-Free Bootstrap method enables the construction of frequentist prediction intervals for better data analysis.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
05 January 2016
Listed Since
04 June 2015

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