The Fence Methods

The Fence Methods

Author: Jiang Jiming

Publisher: World Scientific

ISBN: 9789814596084

Category: Mathematics

Page: 248

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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.
The Fence Methods
Language: en
Pages: 248
Authors: Jiang Jiming, Nguyen Thuan
Categories: Mathematics
Type: BOOK - Published: 2015-09-22 - Publisher: World Scientific

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
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Linear and Generalized Linear Mixed Models and Their Applications
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Authors: Jiming Jiang, Thuan Nguyen
Categories: Medical
Type: BOOK - Published: 2021-03-22 - Publisher: Springer Nature

This book covers two major classes of mixed effects models, linear mixed models and generalized linear mixed models. It presents an up-to-date account of theory and methods in analysis of these models as well as their applications in various fields. The book offers a systematic approach to inference about non-Gaussian