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Model selection and model averaging
Model selection: data examples and introduction. Akaike's information criterion. The Bayesian information criterion. A comparison of some selection methods. Bigger is not always better. The focussed information criterion. Frequentist and Bayesian model averaging. Lack-of-fit and goodness-of-fit...
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| Auteurs principaux : | , |
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| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Model selection and model averaging / Gerda Claeskens, Nils Lid Hjort |
| Publié : |
Cambridge, New York :
Cambridge University Press
, copyright 2008 |
| Description matérielle : | 1 vol. (XVII-312 p.) |
| Collection : | Cambridge series in statistical and probabilistic mathematics (Print) |
| Sujets : |
| Résumé : | Model selection: data examples and introduction. Akaike's information criterion. The Bayesian information criterion. A comparison of some selection methods. Bigger is not always better. The focussed information criterion. Frequentist and Bayesian model averaging. Lack-of-fit and goodness-of-fit tests. Model selection and averaging schemes in action. Further topics, Overview of data examples, Bibliography, Author index, Subject index |
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| Bibliographie : | Bibliographie p. 293-305. Index |
| ISBN : | 978-0-521-85225-8 0-521-85225-0 |