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Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke
| Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke |
| Autore | Bosq Denis <1939-> |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 |
| Descrizione fisica | 1 online resource (338 p.) |
| Disciplina |
519.5/44
519.54 |
| Altri autori (Persone) | BlankeDelphine |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Estimation theory
Nonparametric statistics Stochastic processes Prediction theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-12309-2
9786612123092 0-470-72403-X 0-470-72402-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Adaptive projection; 3.7.1 Behaviour of truncation index; 3.7.2 Superoptimal rate; 3.7.3 The general case; 3.7.4 Discussion and implementation; 3.8 Adaptive estimation in continuous time; Notes; 4 Functional tests of fit 4.1 Generalized chi-square tests4.2 Tests based on linear estimators; 4.2.1 Consistency of the test; 4.2.2 Application; 4.3 Efficiency of functional tests of fit; 4.3.1 Adjacent hypotheses; 4.3.2 Bahadur efficiency; 4.4 Tests based on the uniform norm; 4.5 Extensions. Testing regression; 4.6 Functional tests for stochastic processes; Notes; 5 Prediction by projection; 5.1 A class of nonparametric predictors; 5.2 Guilbart spaces; 5.3 Predicting the conditional distribution; 5.4 Predicting the conditional distribution function; Notes; Part III Inference by Kernels 6 Kernel method in discrete time6.1 Presentation of the method; 6.2 Kernel estimation in the i.i.d. case; 6.3 Density estimation in the dependent case; 6.3.1 Mean-square error and asymptotic normality; 6.3.2 Almost sure convergence; 6.4 Regression estimation in the dependent case; 6.4.1 Framework and notations; 6.4.2 Pointwise convergence; 6.4.3 Uniform convergence; 6.5 Nonparametric prediction by kernel; 6.5.1 Prediction for a stationary Markov process of order k; 6.5.2 Prediction for general processes; Notes; 7 Kernelmethodin continuous time 7.1 Optimal and superoptimal rates for density estimation7.1.1 The optimal framework; 7.1.2 The superoptimal case; 7.2 From optimal to superoptimal rates; 7.2.1 Intermediate rates; 7.2.2 Classes of processes and examples; 7.2.3 Mean-square convergence; 7.2.4 Almost sure convergence; 7.2.5 An adaptive approach; 7.3 Regression estimation; 7.3.1 Pointwise almost sure convergence; 7.3.2 Uniform almost sure convergence; 7.4 Nonparametric prediction by kernel; Notes; 8 Kernel method from sampled data; 8.1 Density estimation; 8.1.1 High rate sampling; 8.1.2 Adequate sampling schemes 8.2 Regression estimation |
| Record Nr. | UNINA-9910144718003321 |
Bosq Denis <1939->
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke
| Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke |
| Autore | Bosq Denis <1939-> |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 |
| Descrizione fisica | 1 online resource (338 p.) |
| Disciplina |
519.5/44
519.54 |
| Altri autori (Persone) | BlankeDelphine |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Estimation theory
Nonparametric statistics Stochastic processes Prediction theory |
| ISBN |
1-282-12309-2
9786612123092 0-470-72403-X 0-470-72402-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Adaptive projection; 3.7.1 Behaviour of truncation index; 3.7.2 Superoptimal rate; 3.7.3 The general case; 3.7.4 Discussion and implementation; 3.8 Adaptive estimation in continuous time; Notes; 4 Functional tests of fit 4.1 Generalized chi-square tests4.2 Tests based on linear estimators; 4.2.1 Consistency of the test; 4.2.2 Application; 4.3 Efficiency of functional tests of fit; 4.3.1 Adjacent hypotheses; 4.3.2 Bahadur efficiency; 4.4 Tests based on the uniform norm; 4.5 Extensions. Testing regression; 4.6 Functional tests for stochastic processes; Notes; 5 Prediction by projection; 5.1 A class of nonparametric predictors; 5.2 Guilbart spaces; 5.3 Predicting the conditional distribution; 5.4 Predicting the conditional distribution function; Notes; Part III Inference by Kernels 6 Kernel method in discrete time6.1 Presentation of the method; 6.2 Kernel estimation in the i.i.d. case; 6.3 Density estimation in the dependent case; 6.3.1 Mean-square error and asymptotic normality; 6.3.2 Almost sure convergence; 6.4 Regression estimation in the dependent case; 6.4.1 Framework and notations; 6.4.2 Pointwise convergence; 6.4.3 Uniform convergence; 6.5 Nonparametric prediction by kernel; 6.5.1 Prediction for a stationary Markov process of order k; 6.5.2 Prediction for general processes; Notes; 7 Kernelmethodin continuous time 7.1 Optimal and superoptimal rates for density estimation7.1.1 The optimal framework; 7.1.2 The superoptimal case; 7.2 From optimal to superoptimal rates; 7.2.1 Intermediate rates; 7.2.2 Classes of processes and examples; 7.2.3 Mean-square convergence; 7.2.4 Almost sure convergence; 7.2.5 An adaptive approach; 7.3 Regression estimation; 7.3.1 Pointwise almost sure convergence; 7.3.2 Uniform almost sure convergence; 7.4 Nonparametric prediction by kernel; Notes; 8 Kernel method from sampled data; 8.1 Density estimation; 8.1.1 High rate sampling; 8.1.2 Adequate sampling schemes 8.2 Regression estimation |
| Record Nr. | UNINA-9910830304003321 |
|
Bosq Denis <1939->
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke
| Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke |
| Autore | Bosq Denis <1939-> |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 |
| Descrizione fisica | 1 online resource (338 p.) |
| Disciplina |
519.5/44
519.54 |
| Altri autori (Persone) | BlankeDelphine |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Estimation theory
Nonparametric statistics Stochastic processes Prediction theory |
| ISBN |
1-282-12309-2
9786612123092 0-470-72403-X 0-470-72402-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Adaptive projection; 3.7.1 Behaviour of truncation index; 3.7.2 Superoptimal rate; 3.7.3 The general case; 3.7.4 Discussion and implementation; 3.8 Adaptive estimation in continuous time; Notes; 4 Functional tests of fit 4.1 Generalized chi-square tests4.2 Tests based on linear estimators; 4.2.1 Consistency of the test; 4.2.2 Application; 4.3 Efficiency of functional tests of fit; 4.3.1 Adjacent hypotheses; 4.3.2 Bahadur efficiency; 4.4 Tests based on the uniform norm; 4.5 Extensions. Testing regression; 4.6 Functional tests for stochastic processes; Notes; 5 Prediction by projection; 5.1 A class of nonparametric predictors; 5.2 Guilbart spaces; 5.3 Predicting the conditional distribution; 5.4 Predicting the conditional distribution function; Notes; Part III Inference by Kernels 6 Kernel method in discrete time6.1 Presentation of the method; 6.2 Kernel estimation in the i.i.d. case; 6.3 Density estimation in the dependent case; 6.3.1 Mean-square error and asymptotic normality; 6.3.2 Almost sure convergence; 6.4 Regression estimation in the dependent case; 6.4.1 Framework and notations; 6.4.2 Pointwise convergence; 6.4.3 Uniform convergence; 6.5 Nonparametric prediction by kernel; 6.5.1 Prediction for a stationary Markov process of order k; 6.5.2 Prediction for general processes; Notes; 7 Kernelmethodin continuous time 7.1 Optimal and superoptimal rates for density estimation7.1.1 The optimal framework; 7.1.2 The superoptimal case; 7.2 From optimal to superoptimal rates; 7.2.1 Intermediate rates; 7.2.2 Classes of processes and examples; 7.2.3 Mean-square convergence; 7.2.4 Almost sure convergence; 7.2.5 An adaptive approach; 7.3 Regression estimation; 7.3.1 Pointwise almost sure convergence; 7.3.2 Uniform almost sure convergence; 7.4 Nonparametric prediction by kernel; Notes; 8 Kernel method from sampled data; 8.1 Density estimation; 8.1.1 High rate sampling; 8.1.2 Adequate sampling schemes 8.2 Regression estimation |
| Record Nr. | UNINA-9910840822903321 |
|
Bosq Denis <1939->
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to robust estimation and hypothesis testing [[electronic resource] /] / Rand Wilcox
| Introduction to robust estimation and hypothesis testing [[electronic resource] /] / Rand Wilcox |
| Autore | Wilcox Rand R |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2012 |
| Descrizione fisica | 1 online resource (713 p.) |
| Disciplina | 519.5/44 |
| Collana | Statistical Modeling and Decision Science |
| Soggetto topico |
Estimation theory
Robust statistics Statistical hypothesis testing |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-39408-1
9786613394088 0-12-387015-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface 1. Introduction 2. A Foundation for Robust Methods 3. Estimating Measures of Location and Scale 4. Confidence Intervals in the One-Sample Case 5. Comparing Two Groups 6. Some Multivariate Methods 7. One-Way and Higher Designs for Independent Groups 8. Comparing Multiple Dependent Groups 9. Correlation and Tests of Independence 10. Robust Regression 11. More Regression Methods. |
| Record Nr. | UNINA-9910458014103321 |
|
Wilcox Rand R
|
||
| Amsterdam ; ; Boston, : Academic Press, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to robust estimation and hypothesis testing [[electronic resource] /] / Rand Wilcox
| Introduction to robust estimation and hypothesis testing [[electronic resource] /] / Rand Wilcox |
| Autore | Wilcox Rand R |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2012 |
| Descrizione fisica | 1 online resource (713 p.) |
| Disciplina | 519.5/44 |
| Collana | Statistical Modeling and Decision Science |
| Soggetto topico |
Estimation theory
Robust statistics Statistical hypothesis testing |
| ISBN |
1-283-39408-1
9786613394088 0-12-387015-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface 1. Introduction 2. A Foundation for Robust Methods 3. Estimating Measures of Location and Scale 4. Confidence Intervals in the One-Sample Case 5. Comparing Two Groups 6. Some Multivariate Methods 7. One-Way and Higher Designs for Independent Groups 8. Comparing Multiple Dependent Groups 9. Correlation and Tests of Independence 10. Robust Regression 11. More Regression Methods. |
| Record Nr. | UNINA-9910781939503321 |
|
Wilcox Rand R
|
||
| Amsterdam ; ; Boston, : Academic Press, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to robust estimation and hypothesis testing / / Rand Wilcox
| Introduction to robust estimation and hypothesis testing / / Rand Wilcox |
| Autore | Wilcox Rand R |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2012 |
| Descrizione fisica | 1 online resource (713 p.) |
| Disciplina | 519.5/44 |
| Collana | Statistical Modeling and Decision Science |
| Soggetto topico |
Estimation theory
Robust statistics Statistical hypothesis testing |
| ISBN |
1-283-39408-1
9786613394088 0-12-387015-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface 1. Introduction 2. A Foundation for Robust Methods 3. Estimating Measures of Location and Scale 4. Confidence Intervals in the One-Sample Case 5. Comparing Two Groups 6. Some Multivariate Methods 7. One-Way and Higher Designs for Independent Groups 8. Comparing Multiple Dependent Groups 9. Correlation and Tests of Independence 10. Robust Regression 11. More Regression Methods. |
| Record Nr. | UNINA-9910811967003321 |
|
Wilcox Rand R
|
||
| Amsterdam ; ; Boston, : Academic Press, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
L1-Norm and L∞-Norm estimation [[electronic resource] ] : an introduction to the least absolute residuals, the minimax absolute residual and related fitting procedures / / by Richard Farebrother
| L1-Norm and L∞-Norm estimation [[electronic resource] ] : an introduction to the least absolute residuals, the minimax absolute residual and related fitting procedures / / by Richard Farebrother |
| Autore | Farebrother Richard |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (58 p.) |
| Disciplina |
519.5
519.5/44 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Statistics
Matrix theory Algebra Geometry Mathematics History Mechanics Statistical Theory and Methods Linear and Multilinear Algebras, Matrix Theory History of Mathematical Sciences Classical Mechanics |
| ISBN | 3-642-36300-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Point Fitting Problems in One- and Two-dimensions -- The Hyperplane Fitting Problem in Two or More Dimensions -- Linear Programming Computations -- Statistical Theory -- The Least Median of Squared Residuals Procedure -- Mechanical Representations -- References -- Index of Names. . |
| Record Nr. | UNINA-9910437861403321 |
|
Farebrother Richard
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Likelihood Principle
| The Likelihood Principle |
| Autore | Berger James O |
| Pubbl/distr/stampa | [Place of publication not identified], : Institute of Mathematical Statistics, 1984 |
| Disciplina | 519.5/44 |
| ISBN | 0-940600-06-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996210819703316 |
|
Berger James O
|
||
| [Place of publication not identified], : Institute of Mathematical Statistics, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
The likelihood principle / / James O. Berger, Robert L. Wolpert
| The likelihood principle / / James O. Berger, Robert L. Wolpert |
| Autore | Berger James O |
| Pubbl/distr/stampa | Institute of Mathematical Statistics |
| Disciplina | 519.5/44 |
| Altri autori (Persone) | WolpertRobert L |
| Soggetto topico |
Estimation theory
Probabilities Mathematical statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Likelihood principle |
| Record Nr. | UNINA-9910482879903321 |
|
Berger James O
|
||
| Institute of Mathematical Statistics | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Maximum likelihood estimation and inference [[electronic resource] ] : with examples in R, SAS, and ADMB / / Russell B. Millar
| Maximum likelihood estimation and inference [[electronic resource] ] : with examples in R, SAS, and ADMB / / Russell B. Millar |
| Autore | Millar R. B (Russell B.) |
| Pubbl/distr/stampa | Chichester, Sussex, U.K. ; ; Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (378 p.) |
| Disciplina | 519.5/44 |
| Collana | Statistics in practice |
| Soggetto topico |
Estimation theory
Chance - Mathematical models R (Computer program language) |
| ISBN |
1-119-97771-1
1-283-20291-3 9786613202918 0-470-09484-2 0-470-09483-4 |
| Classificazione |
MAT029000
SK 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Preliminaries -- pt. 2. Pragmatics -- pt. 3. Theoretical foundations. |
| Record Nr. | UNINA-9910133223203321 |
|
Millar R. B (Russell B.)
|
||
| Chichester, Sussex, U.K. ; ; Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
