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The Fence Methods Jiang, Jiming (Univ Of California, Davis, Usa)
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The Fence Methods
Jiang, Jiming (Univ Of California, Davis, Usa)
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.
248 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 12, 2015 |
| ISBN13 | 9789814596060 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 248 |
| Dimensions | 236 × 163 × 22 mm · 590 g |
| Language | English |
