| Titre : | Model selection and model averaging | | Type de document : | texte imprimé | | Auteurs : | Gerda Claeskens, Auteur ; Nils Lid Hjort, Auteur | | Editeur : | New York, NY : Cambridge University Press | | Année de publication : | 2008 | | Collection : | Cambridge Series on Statistical and Probabilistic Mathematics | | Importance : | 1 vol. (XVII-312 p.) | | Présentation : | ill. | | Format : | 26 cm | | ISBN/ISSN/EAN : | 978-0-521-85225-8 | | Langues : | Anglais | | Index. décimale : | 62C Monographie | | Résumé : | Model selection: data examples and introduction. Akaike's information criterion. The Bayesian information criterion. A comparison of some selection methods. Bigger is not always better. The focussed information criterion. Frequentist and Bayesian model averaging. Lack-of-fit and goodness-of-fit tests. Model selection and averaging schemes in action. Further topics, Overview of data examples, Bibliography, Author index, Subject index |
Model selection and model averaging [texte imprimé] / Gerda Claeskens, Auteur ; Nils Lid Hjort, Auteur . - New York, NY : Cambridge University Press, 2008 . - 1 vol. (XVII-312 p.) : ill. ; 26 cm. - ( Cambridge Series on Statistical and Probabilistic Mathematics) . ISBN : 978-0-521-85225-8 Langues : Anglais | Index. décimale : | 62C Monographie | | Résumé : | Model selection: data examples and introduction. Akaike's information criterion. The Bayesian information criterion. A comparison of some selection methods. Bigger is not always better. The focussed information criterion. Frequentist and Bayesian model averaging. Lack-of-fit and goodness-of-fit tests. Model selection and averaging schemes in action. Further topics, Overview of data examples, Bibliography, Author index, Subject index |
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