Model selection and model averaging /
Saved in:
Author / Creator: | Claeskens, Gerda, 1973- author. |
---|---|
Imprint: | Cambridge ; New York : Cambridge University Press, 2008. ©2008 |
Description: | 1 online resource (xvii, 312 pages) : illustrations |
Language: | English |
Series: | Cambridge series in statistical and probabilistic mathematics Cambridge series on statistical and probabilistic mathematics. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11814088 |
Table of Contents:
- 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.