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 a...
| Main Author: | Claeskens, Gerda, (1973-) |
|---|---|
| Other Authors: | Hjort, Nils Lid |
| Format: | Book |
| Publication: |
Cambridge, United Kingdom : Cambridge University Press, 2008 |
| Physical Description: | XVII, 312 p. ; 26 cm |
| Clasificación CDU: |
519.2 * 519.2 |
| Tipo de contenido: |
Texto (visual) |
| Tipo de medio: |
sin mediación |
| Tipo de soporte: |
volumen |
| Summary: |
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. |
| Collection: |
Cambridge series in statistical and probabilistic mathematics
|
| Subjects: | |
| Cursos: |
Máster Universitario en Métodos de Investigación en Ciencias Económicas y Empresariales - Curso 1- Modelización |
| ISBN: |
9780521852258 (hardback) |
Sevilla - Depósito
| Copy 101754 | Available |
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