Model selection and model averaging
Gerda Claeskens, Nils Lid Hjort
Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled with discussions of frequent and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R-code.
Kategorie:
Rok:
2008
Wydanie:
1
Wydawnictwo:
Cambridge University Press
Język:
english
Strony:
330
ISBN 10:
0521852250
ISBN 13:
9780521852258
Serie:
Cambridge series in statistical and probabilistic mathematics
Plik:
PDF, 2.52 MB
IPFS:
,
english, 2008
Amazon 
Barnes & Noble 
Bookshop.org
Chcesz dodać księgarnię? Skontaktuj się z nami na support@z-lib.do
Konwertuj pliki
Więcej wyników wyszukiwania
Inne korzyści 
Najbardziej popularne frazy
Powiązane listy książek
