Model Selection and Model Averaging 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Gerda Claeskens 作者

Cambridge University Press

译者

2008-10-9 出版日期

332 页数

GBP 64.99 价格

Hardcover

Cambridge Series in Statistical and Probabilistic Mathematics 丛书系列

9780521852258 图书编码

Model Selection and Model Averaging 在线电子书图书标签: model-selection 数据分析数学 econometrics

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Model Selection and Model Averaging 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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统计学中模型选择的经典书籍，与其他学科的交叉还有待开发。

评分☆☆☆☆☆

统计学中模型选择的经典书籍，与其他学科的交叉还有待开发。

评分☆☆☆☆☆

统计学中模型选择的经典书籍，与其他学科的交叉还有待开发。

评分☆☆☆☆☆

统计学中模型选择的经典书籍，与其他学科的交叉还有待开发。

评分☆☆☆☆☆

统计学中模型选择的经典书籍，与其他学科的交叉还有待开发。

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Model Selection and Model Averaging 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Model Selection and Model Averaging 在线电子书图书描述

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 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.

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