Predictive Statistics

Reviews / Votes

'Prediction, one of the most important practical applications of statistical analysis, has rarely been treated as anything more than an afterthought in most formal treatments of statistical inference. This important book aims to counter this neglect by a wholehearted emphasis on prediction as the primary purpose of the analysis. The authors cut a broad swathe through the statistical landscape, conducting thorough analyses of numerous traditional, recent, and novel techniques, to show how these are illuminated by taking the predictive perspective.' Philip Dawid, University of Cambridge 'The prime focus in statistics has always been on modeling rather than prediction; as a result, different prediction methods have arisen within different subfields of statistics, and a general, all-encompassing account has been lacking. For the first time, this book provides such an account and, as such, it convincingly argues for the primacy of prediction. The authors consider a wide range of topics from a predictive point of view and I am impressed by both the breadth and depth of the topics addressed and by the unifying story the authors manage to tell.' Peter Gruenwald, Centrum Wiskunde & Informatica and Universiteit Leiden 'The book Predictive Statistics by Bertrand S. and Jennifer L. Clarke provides for an interesting and thought-provoking read. The underlying idea is that much of current statistical thinking is focused on model building instead of taking prediction seriously.' Harald Binder, Biometrical Journal