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REGRESSION AND TIME SERIES MODEL SELECTION - Hardcover

 
9789810232429: REGRESSION AND TIME SERIES MODEL SELECTION
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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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...serve as a reference for specialists and also as an important resource of information for statisticians dealing with applications. -- Mathematics Abstracts

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  • PublisherWorld Scientific Pub Co Inc
  • Publication date1998
  • ISBN 10 981023242X
  • ISBN 13 9789810232429
  • BindingHardcover
  • Number of pages455

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Published by World Scientific Pub Co Inc (1998)
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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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