Model Selection and Model Averaging - 1. Ed. - Cambridge, New York, Melbourne : Cambridge University Press 2008 - xvii, 312 pp. - Cambridge Series in Statistical and Probabilistic Mathematics 27 Gill, R. (Ed.) Ripley, B.D. (Ed.) Ross, S. (Ed.) et al. .

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;

978-0-521-85225-8

Mathematical models -- Research

Mathematical statistics -- Research

Bayesian statistical decision theory

519 Probabilities and applied mathematics