Prediction in several conventional contexts

Bertrand Clarke; Jennifer Clarke

doi:10.1214/12-SS100

Prediction in several conventional contexts

Bertrand Clarke, Jennifer Clarke

Research output: Contribution to journal › Article › peer-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 language	English (US)
Pages (from-to)	1-73
Number of pages	73
Journal	Statistics Surveys
Volume	6
Issue number	1
DOIs	https://doi.org/10.1214/12-SS100
State	Published - 2012
Externally published	Yes

Keywords

IID data
Longitudinal data
Prediction
Prequential
Survival analysis
Time series

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1214/12-SS100

Cite this

@article{f162c0847af24b0fac840456f7b08919,

title = "Prediction in several conventional contexts",

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.",

keywords = "IID data, Longitudinal data, Prediction, Prequential, Survival analysis, Time series",

author = "Bertrand Clarke and Jennifer Clarke",

year = "2012",

doi = "10.1214/12-SS100",

language = "English (US)",

volume = "6",

pages = "1--73",

journal = "Statistics Surveys",

issn = "1935-7516",

publisher = "Institute of Mathematical Statistics",

number = "1",

}

TY - JOUR

T1 - Prediction in several conventional contexts

AU - Clarke, Bertrand

AU - Clarke, Jennifer

PY - 2012

Y1 - 2012

N2 - 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.

AB - 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.

KW - IID data

KW - Longitudinal data

KW - Prediction

KW - Prequential

KW - Survival analysis

KW - Time series

UR - http://www.scopus.com/inward/record.url?scp=84874379804&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84874379804&partnerID=8YFLogxK

U2 - 10.1214/12-SS100

DO - 10.1214/12-SS100

M3 - Article

AN - SCOPUS:84874379804

VL - 6

SP - 1

EP - 73

JO - Statistics Surveys

JF - Statistics Surveys

SN - 1935-7516

IS - 1

ER -

Prediction in several conventional contexts

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this