Inference and Prediction in Large Dimensions
Bosq, Denis / Balnke, Delphine
In many instances of statistical research the data and/or parameters belong to a large, or infinite, dimensional space. In such circumstances accurate inference and statistical prediction are often problematic, requiring an alternative statistical treatment.
Inference and Prediction in Large Dimensions offers a predominantly theoretical coverage of statistical prediction when such dimensional spaces are involved, and discusses numerous potent...