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(Ebook) Model selection and model averaging by Gerda Claeskens, Nils Lid Hjort ISBN 9780511424106, 9780521852258, 0511424108, 0521852250

  • SKU: EBN-896786
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Authors:Gerda Claeskens, Nils Lid Hjort
Pages:330 pages.
Year:2008
Editon:1
Publisher:Cambridge University Press
Language:english
File Size:2.52 MB
Format:pdf
ISBNS:9780511424106, 9780521852258, 0511424108, 0521852250
Categories: Ebooks

Product desciption

(Ebook) Model selection and model averaging by Gerda Claeskens, Nils Lid Hjort ISBN 9780511424106, 9780521852258, 0511424108, 0521852250

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. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R-code.
*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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