TY  - BOOK
T1  - Model Selection and Model Averaging
T2  - Cambridge series in statistical and probabilistic mathematics
A1  - Claeskens, Gerda, 1973-
A2  - Hjort, Nils Lid
LA  - English
PP  - Cambridge, United Kingdom
PB  - Cambridge University Press
YR  - 2008
UL  - https://colectivo.uloyola.es/Record/L94923
AB  - 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.
OP  - 312
SN  - 9780521852258 (hardback)
KW  - Estadística Bayesiana
KW  - Modelos matemáticos
KW  - Estadística matemática
ER  -