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Model Selection And Model Averaging - 9780521852258

Un libro in lingua di Gerda Claeskens Hjort Nils Lid edito da Cambridge Univ Pr, 2008

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This graduate text presents several methods that data analysts and statisticians can use to help them choose which models to use for different purposes. Akaike's information criterion (AIC), the Bayesian information criterion (BIC), and the focused information criterion (FIC) are explained and compared. Worked examples with real data are complemented by derivations that provide deeper insight into the methodology. For many of the examples and methods, the authors indicate how they can be applied using available software. Chapter exercises, both theoretical and data-based, are included. All data analyses are compatible with open-source R software, and data sets and R code are available from a companion web site. Readers are assumed to have prior basic knowledge of likelihood functions, applied regression, and basic matrix computations. Claeskens is affiliated with the Leuven Statistics Research Center at the Katholieke Universiteit Leuven, Belgium. Hjort teaches mathematical statistics at the University of Oslo, Norway. Annotation ©2008 Book News, Inc., Portland, OR (booknews.com)

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