Model Selection and Model Averaging (English, Gerda Claeskens | Nils Lid Hjort)
by Gerda Claeskens | Nils Lid Hjort
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About the Book
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 frequent and Bayesia…
ISBN: 9780521852258
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