Model Selection and Model Averaging |
|
| Author:
| Claeskens, Gerda
Hjort, Nils Lid |
| Series title: | Cambridge Series in Statistical and Probabilistic Mathematics Ser. |
| ISBN: | 978-0-521-85225-8 |
| Publication Date: | Jul 2008 |
| Publisher: | Cambridge University Press
|
| Book Format: | Hardback |
| List Price: | USD $93.99 |
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.
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.