Inference and prediction in large dimensions. (English) Zbl 1183.62157
Wiley Series in Probability and Statistics. Chichester: John Wiley & Sons; Paris: Dunod (ISBN 978-0-470-01761-6/hbk; 978-0-470-72403-3/ebook). x, 316 p. (2007).
Publisher’s description: 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, nonparametric 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.
MSC:
62M20 | Inference from stochastic processes and prediction |
62G05 | Nonparametric estimation |
62-02 | Research exposition (monographs, survey articles) pertaining to statistics |
62G10 | Nonparametric hypothesis testing |