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Prediction in several conventional contexts

Author(s): Bertrand Clarke | Jennifer Clarke

Journal: Statistics Surveys
ISSN 1935-7516

Volume: 6;
Start page: 1;
Date: 2012;
Original page

Keywords: Prediction | Prequential | IID data | Time series | Longitudinal data | Survival analysis

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.
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