The Fence Methods
Jiang, Jiming/ Nguyen, Thuan
Verkauft von Revaluation Books, Exeter, Vereinigtes Königreich
AbeBooks-Verkäufer seit 6. Januar 2003
Neu - Hardcover
Zustand: Brand New
Anzahl: 2 verfügbar
In den Warenkorb legenVerkauft von Revaluation Books, Exeter, Vereinigtes Königreich
AbeBooks-Verkäufer seit 6. Januar 2003
Zustand: Brand New
Anzahl: 2 verfügbar
In den Warenkorb legen233 pages. 9.25x6.25x0.75 inches. In Stock.
Bestandsnummer des Verkäufers x-981459606X
This book is about a recently developed class of strategies, known as the fence methods, which fits particularly well in non-conventional and complex model selection problems with practical considerations. The idea involves a procedure to isolate a subgroup of what are known as correct models, of which the optimal model is a member. This is accomplished by constructing a statistical fence, or barrier, to carefully eliminate incorrect models. Once the fence is constructed, the optimal model is selected from amongst those within the fence according to a criterion which can be made flexible. In particular, the criterion of optimality can incorporate consideration of practical interest, thus making model selection a real life practice.
Furthermore, this book introduces a data-driven approach, called adaptive fence, which can be used in a wide range of problems involving determination of tuning parameters, or constants. Instead of relying on asymptotic theory, the fence focuses on finite-sample performance, and computation. Such features are particularly suitable to statistics in the new era.
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