On Model Uncertainty and its Statistical Implications: Proceedings of a Workshop, Held in Groningen, The Netherlands, September 25–26, 1986 (Lecture ... and Mathematical Systems, 307, Band 307) - Softcover

Dijkstra, Theo K.

 
9783540193678: On Model Uncertainty and its Statistical Implications: Proceedings of a Workshop, Held in Groningen, The Netherlands, September 25–26, 1986 (Lecture ... and Mathematical Systems, 307, Band 307)
Softcover
ISBN 10: 3540193677 ISBN 13: 9783540193678
Verlag: Springer, 2013

Inhaltsangabe

In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.

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Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
3540193677
ISBN 13 
9783540193678
Einband
Taschenbuch
Anzahl der Seiten
152
Kontakt zum Hersteller
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Weitere beliebte Ausgaben desselben Titels

9780387193670: On Model Uncertainty and Its Statistical Implications: Proceedings (Lecture Notes in Economics & Mathematical Systems)

Vorgestellte Ausgabe

ISBN 10:  0387193677 ISBN 13:  9780387193670
Verlag: Springer Verlag, 1988
Softcover