The Fence Methods
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Book Overview This book is about a recently developed class of strategies, known as the fence methods, which fits particularly well in non-conventiona...
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.
Book Details Format: Hardcover | Pages: 233 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 981459606X
FormatHardcover
Pages233
LanguageEnglish
ISBN981459606X
EAN9789814596060
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.3 Pounds
Length9.0 Inches
Width6.1 Inches
Height0.9 Inches
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