ISBN: 9789814497046

This important book describes procedures for selecting a model from a large set of competing statistical models.It includes model selection techniques for univariate and multivariate regr… More...

This important book describes procedures for selecting a model from a large set of competing statistical models.It includes model selection techniques for univariate and multivariate regression models, univariate and multivariate autoregressive models, nonparametric (including wavelets) and semiparametric regression 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 wide range of models.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, World Scientific Publishing Company<

1998, ISBN: 9789814497046

eBooks, eBook Download (PDF), [PU: World Scientific Publishing Company], World Scientific Publishing Company, 1998