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 ...
Read More
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.
Read Less
Add this copy of Regression and Time Series Model Selection to cart. $163.13, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1998 by World Scientific Publishing Company.
Add this copy of Regression and Time Series Model Selection to cart. $167.68, new condition, Sold by Revaluation Books rated 4.0 out of 5 stars, ships from Exeter, DEVON, UNITED KINGDOM, published 1998 by World Scientific Pub Co Inc.
Add this copy of Regression and Time Series Model Selection to cart. $190.26, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1998 by World Scientific Pub Co Inc.
Add this copy of Regression and Time Series Model Selection to cart. $195.07, new condition, Sold by Paperbackshop rated 4.0 out of 5 stars, ships from Bensenville, IL, UNITED STATES, published 1998 by World Scientific Publishing Co Pte Ltd.
Add this copy of Regression and Time Series Model Selection to cart. $224.80, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 1998 by World Scientific Publishing Company.