Model selection and model averaging
Auteur :
Claeskens, Gerda / Hjort, Nils Lid
Éditeur :
Cambridge University Press
ISBN :
9780521852258
Date de publication :
28 juil. 2008
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
860 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Choosing a model is central to all statistical work with data; 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. Real-data examples and exercises build familiarity with the methods.