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Short Term Load Forecasting in the Industry for Establishing Consumption Baselines: A French Case Read chapter Read first chapter

2015 | OriginalPaper | Chapter

Confidence Intervals and Tests for High-Dimensional Models: A Compact Review

Author : Peter Bühlmann

Published in: Modeling and Stochastic Learning for Forecasting in High Dimensions

Publisher: Springer International Publishing

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Abstract

We present a compact review of methods for constructing tests and confidence intervals in high-dimensional models. Links to theory, finite sample performance results and software allows to obtain a “quick” but sufficiently deep overview for applying the procedures.

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previous chapter Short Term Load Forecasting in the Industry for Establishing Consumption Baselines: A French Case
next chapter Modelling and Forecasting Daily Electricity Load via Curve Linear Regression
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Metadata
Title
Confidence Intervals and Tests for High-Dimensional Models: A Compact Review
Author
Peter Bühlmann
Copyright Year
2015
Book
Modeling and Stochastic Learning for Forecasting in High Dimensions

Print ISBN: 978-3-319-18731-0

Electronic ISBN: 978-3-319-18732-7

Copyright Year: 2015

DOI
https://doi.org/10.1007/978-3-319-18732-7_2

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