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Record Nr. |
UNINA9910144718003321 |
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Autore |
Bosq Denis <1939-> |
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Titolo |
Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke |
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Pubbl/distr/stampa |
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Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 |
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ISBN |
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1-282-12309-2 |
9786612123092 |
0-470-72403-X |
0-470-72402-1 |
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Descrizione fisica |
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1 online resource (338 p.) |
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Collana |
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Wiley series in probability and statistics |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Estimation theory |
Nonparametric statistics |
Stochastic processes |
Prediction theory |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"This work is in the Wiley-Dunod Series co-published between Dunod and John Wiley & Sons, Ltd." |
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Nota di bibliografia |
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Includes bibliographical references (p. [299]-307) and index. |
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Nota di contenuto |
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Inference and Prediction in Large Dimensions; Contents; List of abbreviations; Introduction; Part I Statistical Prediction Theory; 1 Statistical prediction; 1.1 Filtering; 1.2 Some examples; 1.3 The prediction model; 1.4 P-sufficient statistics; 1.5 Optimal predictors; 1.6 Efficient predictors; 1.7 Loss functions and empirical predictors; 1.7.1 Loss function; 1.7.2 Location parameters; 1.7.3 Bayesian predictors; 1.7.4 Linear predictors; 1.8 Multidimensional prediction; Notes; 2 Asymptotic prediction; 2.1 Introduction; 2.2 The basic problem; 2.3 Parametric prediction for stochastic processes |
2.4 Predicting some common processes2.5 Equivalent risks; 2.6 Prediction for small time lags; 2.7 Prediction for large time lags; Notes; Part II Inference by Projection; 3 Estimation by adaptive projection; 3.1 Introduction; 3.2 A class of functional parameters; 3.3 Oracle; 3.4 Parametric rate; 3.5 Nonparametric rates; 3.6 Rate in uniform norm; 3.7 |
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