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Stochastic complexity in statistical inquiry /
This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorithmic complexity not only offers an objective view of statistics, where no prejudiced assumptions of...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; River Edge, NJ :
World Scientific,
1989.
|
| Colección: | Series in computer science ;
v. 15. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Rissanen, Jorma, |e author. | |
| 245 | 1 | 0 | |a Stochastic complexity in statistical inquiry / |c Jorma Rissanen. |
| 264 | 1 | |a Singapore ; |a River Edge, NJ : |b World Scientific, |c 1989. | |
| 264 | 4 | |c ©1989 | |
| 300 | |a 1 online resource (x, 177 pages) : |b illustrations | ||
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| 490 | 1 | |a World Scientific series in computer science ; |v v. 15 | |
| 504 | |a Includes bibliographical references (pages 168-175) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a 1 INTRODUCTION; 2 MODELS, CODES, AND COMPLEXITY; 3 STOCHASTIC COMPLEXITY; 4 MODEL VALIDATION; 5 LINEAR REGRESSION; 6 TIME SERIES; 7 APPLICATIONS. | |
| 520 | |a This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorithmic complexity not only offers an objective view of statistics, where no prejudiced assumptions of "true" data generating distributions are needed, but it also in one stroke leads to calculable expressions in a range of situations of practical interest and links very closely with mainstream statistical theory. The search for the smallest stochastic complexity extends the classical maximum likelih. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Machine theory. | |
| 650 | 0 | |a Computational complexity. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 6 | |a Théorie des automates. | |
| 650 | 6 | |a Complexité de calcul (Informatique) | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Infinity. |2 bisacsh | |
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| 650 | 7 | |a Machine theory. |2 fast |0 (OCoLC)fst01004846 | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 (OCoLC)fst01133519 | |
| 650 | 1 | 7 | |a Stochastische processen. |2 gtt |
| 650 | 1 | 7 | |a Statistiek. |2 gtt |
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| 650 | 7 | |a Complexité de calcul (Informatique) |2 ram | |
| 650 | 7 | |a Processus stochastiques. |2 ram | |
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| 830 | 0 | |a Series in computer science ; |v v. 15. | |
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