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Model Selection And Model Averaging 1st Edition Gerda Claeskens

  • SKU: BELL-896786
Model Selection And Model Averaging 1st Edition Gerda Claeskens
$ 31.00 $ 45.00 (-31%)

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Model Selection And Model Averaging 1st Edition Gerda Claeskens instant download after payment.

Publisher: Cambridge University Press
File Extension: PDF
File size: 2.52 MB
Pages: 330
Author: Gerda Claeskens, Nils Lid Hjort
ISBN: 9780511424106, 9780521852258, 0511424108, 0521852250
Language: English
Year: 2008
Edition: 1

Product desciption

Model Selection And Model Averaging 1st Edition Gerda Claeskens by Gerda Claeskens, Nils Lid Hjort 9780511424106, 9780521852258, 0511424108, 0521852250 instant download after payment.

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.

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