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Model selection and model averaging /

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer?" "Choosing a suitable model is central to all statistical work with...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Claeskens, Gerda, 1973- (Autor), Hjort, Nils Lid (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2008.
Colección:Cambridge series on statistical and probabilistic mathematics.
Temas:
Acceso en línea:Texto completo