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The Fence Methods

6185.000

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AuthorJiang Jiming Et Al
ISBN9789814596060
Published LanguageEnglish
Publication Year2015
PublisherWorld Scientific
BindingHardback
Original Price$96
Pages248
Ships By2-3 days
SKU: WS-1348 Categories: , Tag:

Description

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.

About the author
Univ of California, Davis, USA

Additional information

Weight0.586 kg
Dimensions22.9 × 15.2 cm
Author

ISBN

Publisher

Pages

248

Ships By

2-3 days