Fence Methods, The (Hardcover)

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.

General

Imprint:	World Scientific Publishing Co Pte Ltd
Country of origin:	Singapore
Release date:	November 2015
First published:	2016
Authors:	Jiming Jiang • Thuan Nguyen
Dimensions:	163 x 236 x 22mm (L x W x T)
Format:	Hardcover - Cloth over boards
Pages:	248
ISBN-13:	978-981-4596-06-0
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	981-4596-06-X
Barcode:	9789814596060

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