World Scientific Publishing Company Incorporated
The Fence Methods
Product Code:
9789814596060
ISBN13:
9789814596060
Condition:
New
$104.76
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.
| Author: Jiming Jiang, Thuan Nguyen |
| Publisher: World Scientific Publishing Company Incorporated |
| Publication Date: Dec 23, 2015 |
| Number of Pages: 233 pages |
| Language: English |
| Binding: Hardcover |
| ISBN-10: 981459606X |
| ISBN-13: 9789814596060 |
The Fence Methods
$104.76
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.
| Author: Jiming Jiang, Thuan Nguyen |
| Publisher: World Scientific Publishing Company Incorporated |
| Publication Date: Dec 23, 2015 |
| Number of Pages: 233 pages |
| Language: English |
| Binding: Hardcover |
| ISBN-10: 981459606X |
| ISBN-13: 9789814596060 |
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