Dimitris N Politis: 1 book
Model-Free Prediction and Regression
A Transformation-Based Approach to Inference
Language: English
Release Date: November 13, 2015
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 quantities, i.e., current and future data, as opposed to...
