The Fence Methods - Jiang, Jiming (UC Davis) - 書籍 - World Scientific Publishing Co Pte Ltd - 9789814596060 - 2015年11月12日
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Jiang, Jiming (UC Davis)
The Fence Methods

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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.

248 pages

メディア 書籍     Hardcover Book   (ハードカバー付きの本)
リリース済み 2015年11月12日
ISBN13 9789814596060
出版社 World Scientific Publishing Co Pte Ltd
ページ数 248
寸法 236 × 163 × 22 mm   ·   590 g
言語 英語  

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