dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.date.accessioned | 2019-12-02T10:37:49Z | |
dc.date.available | 2019-12-02T10:37:49Z | |
dc.date.issued | 2013 | |
dc.identifier.issn | 1133-0686 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57506 | |
dc.description.abstract | 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 an application, the problem of nonparametric regression is addressed in detail | en |
dc.description.abstract | the model-free predictors are worked out, and shown to be applicable under minimal assumptions. Interestingly, model-free prediction in regression is a totally automatic technique that does not necessitate the search for an optimal data transformation before model fitting. The resulting model-free predictive distributions and intervals are compared to their corresponding model-based analogs, and the use of cross-validation is extensively discussed. As an aside, improved prediction intervals in linear regression are also obtained. © 2013 Sociedad de Estadística e Investigación Operativa. | en |
dc.source | Test | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84877920694&doi=10.1007%2fs11749-013-0317-7&partnerID=40&md5=cbbcae421cb09b2d86ea8dd04668b94c | |
dc.subject | Heteroskedasticity | en |
dc.subject | Regression | en |
dc.subject | Nonparametric estimation | en |
dc.subject | Smoothing | en |
dc.subject | Bootstrap | en |
dc.subject | Cross-validation | en |
dc.subject | Frequentist prediction | en |
dc.subject | Prediction intervals | en |
dc.subject | Transformations | en |
dc.title | Model-free model-fitting and predictive distributions | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1007/s11749-013-0317-7 | |
dc.description.volume | 22 | |
dc.description.issue | 2 | |
dc.description.startingpage | 183 | |
dc.description.endingpage | 221 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :12</p> | en |
dc.source.abbreviation | Test | en |