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Book Description Hardcover. Condition: new. Hardcover. Describes procedures for selecting a model from a large set of competing statistical models. The text includes: model-selection techniques for univariate and multivariate regression models; univariate and multivariate autoregressive models; nonparametric (including wavelets) and semi-parametric 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 range of models. Describes procedures for selecting a model from a large set of competing statistical models. Information-based model section criteria are discussed, and small sample and asymptotic properties are presented. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9789810232429
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