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Fence Methods, The
Engelsk Hardback
Fence Methods, The
Engelsk Hardback

897 kr
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Om denne bog

 

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.

Product detaljer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9789814596060
Indbinding:
Hardback
Udgave:
ISBN-10:
981459606X
Udg. Dato:
12 nov 2015
Længde:
22mm
Bredde:
236mm
Højde:
163mm
Forlag:
World Scientific Publishing Co Pte Ltd
Oplagsdato:
12 nov 2015
Forfatter(e):
Books from the same author
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