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Model Selection and Model Averaging

Model Selection and Model Averaging( )
Author: Claeskens, Gerda
Hjort, Nils Lid
ISBN:978-0-511-42243-0
Publication Date:Jan 2008
Publisher:Cambridge University Press
Book Format:Digital download and online
List Price:USD $75.00
Book Description:

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.



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