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November 2019 Comment: Statistical Inference from a Predictive Perspective
Alessandro Rinaldo, Ryan J. Tibshirani, Larry Wasserman
Statist. Sci. 34(4): 599-603 (November 2019). DOI: 10.1214/19-STS748

Abstract

What is the meaning of a regression parameter? Why is this the de facto standard object of interest for statistical inference? These are delicate issues, especially when the model is misspecified. We argue that focusing on predictive quantities may be a desirable alternative.

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Alessandro Rinaldo. Ryan J. Tibshirani. Larry Wasserman. "Comment: Statistical Inference from a Predictive Perspective." Statist. Sci. 34 (4) 599 - 603, November 2019. https://doi.org/10.1214/19-STS748

Information

Published: November 2019
First available in Project Euclid: 8 January 2020

zbMATH: 07240216
MathSciNet: MR4048591
Digital Object Identifier: 10.1214/19-STS748

Rights: Copyright © 2019 Institute of Mathematical Statistics

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Vol.34 • No. 4 • November 2019
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