Model Selection and Model Averaging
(Book #27 in the Cambridge Series in Statistical and Probabilistic Mathematics Series)
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Book Overview
Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled with discussions of frequent and Bayesian...
Format:Hardcover
Language:English
ISBN:0521852250
ISBN13:9780521852258
Release Date:July 2008
Publisher:Cambridge University Press
Length:332 Pages
Weight:1.95 lbs.
Dimensions:1.0" x 6.9" x 10.1"
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