Regression And Time Series Model Selection - Hardcover

Mcquarrie, Allan D R (.); Tsai, Chih-ling (Univ Of California, Davis, Usa)

Hardcover

ISBN 10: 981023242X ISBN 13: 9789810232429

Verlag: World Scientific Publishing Co Pte Ltd, 1998

Inhaltsangabe

Connects many different aspects of the growing model selection field by examining different lines of reasoning that have motivated derivation of both classical and modern criteria, and then examining the performance of these criteria to see how well it matches with the intent of their creators. Useful as a guide to researchers, and as a resource for practicing statisticians for matching appropriate selection criteria to a given problem or data set. Contains chapters on univariate regression and autoregressive models, cross-validation and the bootstrap, robust regression and quasi-liklihood, and nonparametric regression and wavelets. The authors are affiliated with North Dakota State University, and the University of California-Davis. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Details zur Ausgabe

• Verlag: World Scientific Publishing Co Pte Ltd
• Erscheinungsdatum: 1998
• Sprache: Englisch
• ISBN 10: 981023242X
• ISBN 13: 9789810232429
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 480
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar