Inference and Prediction in Large Dimensions 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. Series: Wiley Series in Probability and Statistics. Num Pages: 336 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 233 x 161 x 23. Weight in Grams: 658. . 2007. . . . . Books ship from the US and Ireland.

Bestandsnummer des Verk�ufers V9780470017616

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Bibliografische Details

Titel: Inference and Prediction in Large Dimensions
Verlag: John Wiley and Sons Ltd
Erscheinungsjahr: 2007
Sprache: Englisch
ISBN-10: 0470017619
ISBN-13: 9780470017616
Einband: Hardcover
Zustand: New

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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 processes.

This work is in the Wiley-Dunod Series co-published between Dunod (www.dunod.com) and John Wiley and Sons, Ltd.

�ber die Autorin bzw. den Autor

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.

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