Model Selection and Model Averaging - Nils Lid Hjort,Gerda Claeskens
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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 ... Full description
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Description
More Information
| Author | Nils Lid Hjort, Gerda Claeskens |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2014 |
| Cover type | Hardcover |
| EAN | 9780521852258 |