On-line predictive linear regression. / Vovk, Vladimir; Nouretdinov, Ilia; Gammerman, Alex.

In: The Annals of Statistics, Vol. 37, No. 3, 06.2009, p. 1566-1590.

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On-line predictive linear regression. / Vovk, Vladimir; Nouretdinov, Ilia; Gammerman, Alex.

In: The Annals of Statistics, Vol. 37, No. 3, 06.2009, p. 1566-1590.

Research output: Contribution to journalArticle

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Vovk, Vladimir ; Nouretdinov, Ilia ; Gammerman, Alex. / On-line predictive linear regression. In: The Annals of Statistics. 2009 ; Vol. 37, No. 3. pp. 1566-1590.

BibTeX

@article{9f1660a015844584a1c9b7ded3e7a122,
title = "On-line predictive linear regression",
keywords = "Gauss linear model, independent identically distributed observations, multivariate analysis, on-line protocol, prequential statistics",
author = "Vladimir Vovk and Ilia Nouretdinov and Alex Gammerman",
year = "2009",
month = jun,
doi = "10.1214/08-AOS622",
language = "English",
volume = "37",
pages = "1566--1590",
journal = "The Annals of Statistics",
issn = "0090-5364",
publisher = "Institute of Mathematical Statistics",
number = "3",

}

RIS

TY - JOUR

T1 - On-line predictive linear regression

AU - Vovk, Vladimir

AU - Nouretdinov, Ilia

AU - Gammerman, Alex

PY - 2009/6

Y1 - 2009/6

KW - Gauss linear model

KW - independent identically distributed observations

KW - multivariate analysis

KW - on-line protocol

KW - prequential statistics

U2 - 10.1214/08-AOS622

DO - 10.1214/08-AOS622

M3 - Article

VL - 37

SP - 1566

EP - 1590

JO - The Annals of Statistics

JF - The Annals of Statistics

SN - 0090-5364

IS - 3

ER -