Open Access
2012 Prediction in several conventional contexts
Bertrand Clarke, Jennifer Clarke
Statist. Surv. 6: 1-73 (2012). DOI: 10.1214/12-SS100

Abstract

We review predictive techniques from several traditional branches of statistics. Starting with prediction based on the normal model and on the empirical distribution function, we proceed to techniques for various forms of regression and classification. Then, we turn to time series, longitudinal data, and survival analysis. Our focus throughout is on the mechanics of prediction more than on the properties of predictors.

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Bertrand Clarke. Jennifer Clarke. "Prediction in several conventional contexts." Statist. Surv. 6 1 - 73, 2012. https://doi.org/10.1214/12-SS100

Information

Published: 2012
First available in Project Euclid: 8 May 2012

zbMATH: 1302.62202
MathSciNet: MR3011071
Digital Object Identifier: 10.1214/12-SS100

Subjects:
Primary: 62M20

Keywords: IID data , longitudinal data , prediction , prequential , Survival analysis , time series

Rights: Copyright © 2012 The author, under a Creative Commons Attribution License

Vol.6 • 2012
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