Model Selection and Model Averaging
Nils Lid Hjort, Gerda Claeskens
Language: English
Published by Cambridge University Press, GB, 2008
Series: Book 27 of 64 - Cambridge Series in Statistical and Probabilistic Mathematics
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 121.50
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Add to basketItem description from seller
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.
Seller Inventory # LU-9780521852258
- Title
- Model Selection and Model Averaging
- Author
- Nils Lid Hjort, Gerda Claeskens
- Publisher
- Cambridge University Press, GB
- Publication year
- 2008
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0521852250
- ISBN 13
- 9780521852258
- Item weight
- 870 grams
- 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.
Rarewaves.com USA
London, London, United Kingdom
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