Model Selection and Model Averaging
Normal Price: $170.00
Your Price: $153.00 AUD, inc. GST
Shipping: $7.95 per order
You Save: $17.00! (10% off normal price)
Plus...earn $7.65 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Model Selection and Model Averaging by Gerda Claeskens
Book DescriptionGiven 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 model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet 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. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.
Buy Model Selection and Model Averaging book by Gerda Claeskens from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780521852258
(253mm x 177mm x 19mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 28-Jul-2008
Country of Publication: United Kingdom
» Have you read this book? We'd like to know what you think about it - write a review about Model Selection and Model Averaging book by Gerda Claeskens and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Author Biography - Gerda Claeskens
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.
Phone: 1300 36 33 32 (9am-2pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2016. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687