Model Selection and Model Averaging
Claeskens, Gerda
Professor in the OR and Business Statistics and Leuven Statistics Research Center at the Katholieke Universiteit Leuven, Belgium
creator
Hjort, Nils Lid
Professor of Mathematical Statistics in the Department of Mathematics at the University of Oslo, Norway
text
Cambridge, New York, Melbourne
Cambridge University Press
2008
1. Ed.
monographic
eng
xvii, 312 pp.
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;
Mathematical models -- Research
Mathematical statistics -- Research
Bayesian statistical decision theory
519 Probabilities and applied mathematics
978-0-521-85225-8
http://books.google.com/books?id=sjQFwB2XEFAC&printsec=frontcover
http://books.google.com/books?id=sjQFwB2XEFAC&printsec=frontcover
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