Inference and Prediction in Large Dimensions (Wiley Series in Probability and Statistics)

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9780470017616: Inference and Prediction in Large Dimensions (Wiley Series in Probability and Statistics)
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This book offers a predominantly theoretical coverage ofstatistical prediction, with some potential applications discussed,when data and/ or parameters belong to a large or infinitedimensional space. It develops the theory of statisticalprediction, non-parametric estimation by adaptive projection– with applications to tests of fit and prediction, andtheory of linear processes in function spaces with applications toprediction of continuous time processes.

This work is in the Wiley-Dunod Series co-published betweenDunod (www.dunod.com) and JohnWiley and Sons, Ltd.

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In many instances of statistical research the data and/orparameters belong to a large, or infinite, dimensional space. Insuch circumstances accurate inference and statistical predictionare often problematic, requiring an alternative statisticaltreatment.

Inference and Prediction in Large Dimensions offers apredominantly theoretical coverage of statistical prediction whensuch dimensional spaces are involved, and discusses numerouspotential applications. The authors develop the theory ofstatistical prediction, non-parametric estimation by adaptiveprojection and kernel, with applications to tests of fit andprediction, and theory of linear processes in function spaces withapplications to prediction of continuous time processes.

Highlighting the latest developments in the field, this bookprovides a comprehensive and authoritative introduction to thetopic. The text is divided into three main parts coveringstatistical prediction, inference by projection, and inference bykernels. The applications are demonstrated with examples fromfields such as finance, medicine and psychology.

Inference and Prediction in Large Dimensions is aimed atgraduates and researchers in the field of statistics, and studentsspecializing in statistical inference for stochastic processes. Themany potential applications also make it ideal for appliedstatisticians in numerous areas, as well as mathematicians andengineers.

About the Author:

Denis Bosq is a Professor at the Laboratory of Theoretical and Applied Statistics, University of Pierre & Marie Curie – Paris 6. He has over 100 published papers, 5 books, and is chief editor of the journal ‘Statistical Inference for Stochastic Processes’ as well as associate editor for the ‘Journal of Non-Parametric Statistics’. He is a well-known specialist in the field of non-parametric statistical inference.

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Book Description John Wiley and Sons Ltd, United States, 2007. Hardback. Condition: New. 1. Auflage. Language: English . Brand New Book. 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, non-parametric 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. This work is in the Wiley-Dunod Series co-published between Dunod ( and John Wiley and Sons, Ltd. Seller Inventory # AAH9780470017616

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Book Description John Wiley and Sons Ltd, United States, 2007. Hardback. Condition: New. 1. Auflage. Language: English . Brand New Book. 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, non-parametric 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. This work is in the Wiley-Dunod Series co-published between Dunod ( and John Wiley and Sons, Ltd. Seller Inventory # AAH9780470017616

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Book Description John Wiley and Sons Ltd, United States, 2007. Hardback. Condition: New. 1. Auflage. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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, non-parametric 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. This work is in the Wiley-Dunod Series co-published between Dunod ( and John Wiley and Sons, Ltd. Seller Inventory # BTE9780470017616

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