Prediction in several conventional contexts

Bertrand Clarke, Jennifer Clarke

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)1-73
Number of pages73
JournalStatistics Surveys
Volume6
Issue number1
DOIs
StatePublished - 2012
Externally publishedYes

Keywords

  • IID data
  • Longitudinal data
  • Prediction
  • Prequential
  • Survival analysis
  • Time series

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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