Model Selection and Model Averaging |
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| Author:
| Claeskens, Gerda
Hjort, Nils Lid |
| Series title: | Cambridge Series in Statistical and Probabilistic Mathematics Ser. |
| ISBN: | 978-0-511-79048-5 |
| Publication Date: | Sep 2012 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital (delivered electronically) |
| List Price: | AUD $270.00 |
Book Description:
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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.
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.