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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 : | , |
|---|---|
| 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 : |
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| 210 | |a Cambridge |a New York |c Cambridge University Press |d copyright 2008 | ||
| 215 | |a 1 vol. (XVII-312 p.) |c ill. |d 26 cm | ||
| 225 | 2 | |a Cambridge series in statistical and probabilistic mathematics | |
| 320 | |a Bibliographie p. 293-305. Index | ||
| 330 | |a 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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