Model-Free Prediction and Regression: A Transformation-Based Approach to Inference by Dimitris N. Politis

Model-Free Prediction and Regression: A Transformation-Based Approach to Inference

Frontiers in Probability and the Statistical Sciences

Dimitris N. Politis

246 pages missing pub info (editions)

nonfiction business computer science mathematics informative medium-paced
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The Model-Free Prediction Principle expounded upon in this monograph is based on the simple notion of transforming a complex dataset to one that is easier to work with, e.g., i.i.d. or Gaussian. As such, it restores the emphasis on observable quan...

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