Prediction in several conventional contexts

Authors

Bertrand Clarke, University of MiamiFollow
Jennifer clarke, University of MiamiFollow

Date of this Version

2012

Citation

2012 B. Clarke and J. Clarke

Comments

Statistics Surveys Vol. 6 (2012) 1–73 ISSN: 1935-7516 DOI: 10.1214/12-SS100

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.