Politis, Dimitris - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 2, pp. 183-221
The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching … principle of model-free prediction is laid out based on the notion of transforming a given setup into one that is easier to work …-free prediction in regression is a totally automatic technique that does not necessitate the search for an optimal data transformation …