Model-free prediction and regression. A transformation-based approach to inference

DOI10.1007/978-3-319-21347-7zbMath1397.62008OpenAlexW4250251051MaRDI QIDQ269798

Dimitris N. Politis

Publication date: 6 April 2016

Published in: Frontiers in Probability and the Statistical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-21347-7

zbMATH Keywords

regressionmodel-based predictionmodel-free prediction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) General nonlinear regression (62J02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Markov processes: hypothesis testing (62M02)

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