Model-free model-fitting and predictive distributions
نویسندگان
چکیده
منابع مشابه
Model-free model-fitting and predictive distributions
The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching a fully model-free environment for predictive inference, i.e., point predictors and predictive intervals. A basic principle of model-free prediction is laid out based on the notion of transforming a given setup into one that is easier to work with, namely i.i.d. or Gaussian. As...
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ژورنال
عنوان ژورنال: TEST
سال: 2013
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-013-0317-7