Model Selection and Model Averaging - Couverture rigide

Claeskens, Gerda; Hjort, Nils Lid

 
9780521852258: Model Selection and Model Averaging
Couverture rigide
ISBN 10 : 0521852250 ISBN 13 : 9780521852258
Editeur : Cambridge University Press, 2008

Synopsis

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? 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 frequentist 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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À propos des auteurs

Gerda Claeskens is Professor in the OR and Business Statistics and Leuven Statistics Research Center at the Catholic University of Leuven, Belgium.

Nils Lid Hjort is Professor of Mathematical Statistics in the Department of Mathematics at the University of Oslo.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2008
Langue
anglais
ISBN 10 
0521852250
ISBN 13 
9780521852258
Reliure
Relié
Nombre de pages
332
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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