Model Selection and Model Averaging (Hardcover)
Language: English
Published by Cambridge University Press, Cambridge, 2008
Series: Book 27 of 64 - Cambridge Series in Statistical and Probabilistic Mathematics
- Hardcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 96.49
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Hardcover. Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? 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, with discussions of frequentist and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9780521852258
- Title
- Model Selection and Model Averaging (Hardcover)
- Author
- Gerda Claeskens
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2008
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521852250
- ISBN 13
- 9780521852258
- Series
- Book 27 of 64: Cambridge Series in Statistical and Probabilistic Mathematics
"Synopsis" may belong to another edition of this title.
About the Author
Nils Lid Hjort is Professor of Mathematical Statistics in the Department of Mathematics at the University of Oslo.
"About the title" may belong to another edition of this title.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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