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Model Selection and Model Averaging

By: Contributor(s): Language: English Series: Cambridge Series in Statistical and Probabilistic Mathematics ; 27 | Gill, R. (Ed.) | Ripley, B.D. (Ed.) | Ross, S. (Ed.) | et alPublication details: Cambridge, New York, Melbourne : Cambridge University Press 2008Edition: 1. EdDescription: xvii, 312 ppISBN:
  • 978-0-521-85225-8
Subject(s): DDC classification:
  • 519 Probabilities and applied mathematics
Online resources:
Contents:
from the Table of Contents: Preface; A guide to notation; 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; Indices;
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Loanable Institute for Advanced Studies (IHS) Book 19691-B Available IHS102991509

from the Table of Contents: Preface; A guide to notation; 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; Indices;

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