Regression And Time Series Model Selection

Name: Regression And Time Series Model Selection
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789810232429
Price: 4107 CZK
Availability: InStock

Autor: Allan D R McQuarrie

Jazyk:

Vazba: Pevná

Vydavatel: World Scientific Publishing Co Pte Ltd

Dostupnost: 50 % šance

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4 107 Kč

Describes procedures for selecting a model from a large set of competing statistical models. The tex...

Informace o knize

Autor

Allan D R McQuarrie

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

1998

Stránek

480

EAN

9789810232429

ISBN

981023242X

Enbook ID

02119913

Vydavatel

World Scientific Publishing Co Pte Ltd

Hmotnost

776

Rozměry

162 x 226 x 31

Kompletní popis

Describes procedures for selecting a model from a large set of competing statistical models. The text includes: model-selection techniques for univariate and multivariate regression models; univariate and multivariate autoregressive models; nonparametric (including wavelets) and semi-parametric models; and quasi-likelihood and robust regression models. Information-based model-selection criteria are discussed, and small-sample and asymptotic properties are presented. The book also provides examples and large-scale simulation studies comparing the performances of information-based model-selection criteria, bootstrapping and cross-validation selection methods over a range of models.

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Regression And Time Series Model Selection

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