Regression and Time Series Model Selection - Couverture rigide

Mcquarrie, Allan D R; Tsai, Chih-ling

 
9789810232429: Regression and Time Series Model Selection
Couverture rigide
ISBN 10 : 981023242X ISBN 13 : 9789810232429
Editeur : World Scientific Publishing Co Pte Ltd, 1998

Synopsis

This important book describes procedures for selecting a model from a large set of competing statistical models. It includes model selection techniques for univariate and multivariate regression models, univariate and multivariate autoregressive models, nonparametric (including wavelets) and semiparametric regression models, and quasi-likelihood and robust regression models. Information-based model selection criteria are discussed, and small sample and asymptotic properties are presented. The book also provides examples and large scale simulation studies comparing the performances of information-based model selection criteria, bootstrapping, and cross-validation selection methods over a wide range of models.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
1998
Langue
anglais
ISBN 10 
981023242X
ISBN 13 
9789810232429
Reliure
Relié
Nombre de pages
480
Coordonnées du fabricant
non disponible
Personne responsable
non disponible