The Fence Methods (English, Jiming Jiang | Thuan Nguyen)
by Jiming Jiang | Thuan Nguyen
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About the Book
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…
ISBN: 9789814596060
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