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Regression and time series model selection /
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 semipar...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Singapore ; River Edge, N.J. :
World Scientific,
©1998.
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| Sujets: | |
| Accès en ligne: | Texto completo |
| Résumé: | 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. |
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| Description matérielle: | 1 online resource (xxi, 455 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (pages 430-439) and indexes. |
| ISBN: | 9812385452 9789812385451 981023242X 9789810232429 |