The Fence Methods by Jiming Jiang

The Fence Methods

byJiming Jiang, Thuan Nguyen

Kobo ebook | September 22, 2015

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This book is about a recently developed class of strategies, known as the fence methods, which fits particularly well in non-conventional and complex model selection problems with practical considerations. The idea involves a procedure to isolate a subgroup of what are known as correct models, of which the optimal model is a member. This is accomplished by constructing a statistical fence, or barrier, to carefully eliminate incorrect models. Once the fence is constructed, the optimal model is selected from amongst those within the fence according to a criterion which can be made flexible. In particular, the criterion of optimality can incorporate consideration of practical interest, thus making model selection a real life practice.

Furthermore, this book introduces a data-driven approach, called adaptive fence, which can be used in a wide range of problems involving determination of tuning parameters, or constants. Instead of relying on asymptotic theory, the fence focuses on finite-sample performance, and computation. Such features are particularly suitable to statistics in the new era.

Contents:

  • Introduction
  • Examples
  • Adaptive Fence
  • Restricted Fence
  • Invisible Fence
  • Fence Methods for Small Area Estimation and Related Topics
  • Shrinkage Selection Methods
  • Model Selection with Incomplete Data
  • Theoretical Properties

Readership: Graduates and researchers interested in a new class of strategies for model selection.
Key Features:

  • Introduces a general data-driven procedure, and let the data speak in choosing some critical tuning constants
  • Targets non-conventional and complex problems, and focuses on finite-sample performance and computation
  • Makes model selection a real life practice
Title:The Fence MethodsFormat:Kobo ebookPublished:September 22, 2015Publisher:World Scientific Publishing CompanyLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9814596086

ISBN - 13:9789814596084

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