Loading, please wait...
:

product description page

Fence Methods (Hardcover) (Jiming Jiang & Thuan Nguyen)

Fence Methods (Hardcover) (Jiming Jiang & Thuan Nguyen) - image 1 of 1

About this item

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.
Number of Pages: 233
Genre: Mathematics
Sub-Genre: Applied, Probability + Statistics / General
Format: Hardcover
Publisher: World Scientific Pub Co Inc
Author: Jiming Jiang & Thuan Nguyen
Language: English
Street Date: November 23, 2015
TCIN: 50106989
UPC: 9789814596060
Item Number (DPCI): 248-00-6452
If the item details above aren’t accurate or complete, we want to know about it. Report incorrect product info.

Guest reviews

Prices, promotions, styles and availability may vary by store & online. See our price match guarantee. See how a store is chosen for you.