Inference and Prediction in Large Dimensions

This book offers a predominantly theoretical coverage of statistical prediction, with some potential applications discussed, when data and/ or parameters belong to a large or infinite dimensional space. It develops the theory of statistical prediction, non-parametric estimation by adaptive projec...

Denis Bosq is a Professor at the Laboratory of Theoretical and Applied Statistics, University of Pierre & Marie Curie – Paris 6. He has over 100 published papers, 5 books, and is chief editor of the journal ‘Statistical Inference for Stochastic Processes’ as well as associate editor for the ‘Jour...