On-line predictive linear regression1

Annals of Statistics

Volumn 37, Issue 3, 2009, Pages 1566-1590

  Vovk, Vladimir ^a   Nouretdinov, Ilia ^a   Gammerman, Alex ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Gauss linear model; Independent identically distributed observations; Multivariate analysis; On line protocol; Prequential statistics

Indexed keywords

EID: 68649108858     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS622     Document Type: Article

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