Model Selection and Model Averaging Hardback (Cambridge Series in Statistical and Probabilistic Mathematics)

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9780521852258: Model Selection and Model Averaging Hardback (Cambridge Series in Statistical and Probabilistic Mathematics)

Choosing a model is central to all statistical work with data; 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. Real-data examples and exercises build familiarity with the methods.

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Rezension:

'This is a good textbook for a master-level statistical course about model selection.' Mathematical Reviews

'… given the inviting style of the presentation and the quality of the material, this book could be quite a catch for graduate students as well as for practitioners where models really do make [a] difference.' MAA Reviews

'… the authors have succeeded in bringing together a coherent volume, which gives a state of the art account of the current practice in model selection and comparison, containing a plethora of asymptotic (sometimes new) results, which can be used to compare different model choice criteria. Most importantly, this is the sole volume dedicated to this subject, taking a fully statistical as opposed to an information theoretic approach to the topic of model selection.' Statistics in Society

Über den Autor:

Gerda Claeskens is Professor in the OR and Business Statistics and Leuven Statistics Research Center at the Catholic University of Leuven, Belgium.

Nils Lid Hjort is Professor of Mathematical Statistics in the Department of Mathematics at the University of Oslo.

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