Model Selection and Model Averaging Hardback: 27 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 27) - Hardcover

Claeskens; Hjort

 
9780521852258: Model Selection and Model Averaging Hardback: 27 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 27)

Inhaltsangabe

Choosing a model is central to all statistical work with data; 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. Real-data examples and exercises build familiarity with the methods.

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Über die Autorinnen und Autoren

Gerda Claeskens is Professor in the OR and Business Statistics and Leuven Statistics Research Center at the Catholic University of Leuven, Belgium.

Nils Lid Hjort is Professor of Mathematical Statistics in the Department of Mathematics at the University of Oslo.

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