Model Selection and Model Averaging
Автор
Gerda Claeskens (Katholieke Universiteit Leuven, Belgium)
, Nils Lid Hjort (Universitetet I Oslo)
Choosing a model is central to all statistical work with data; 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. Real-data examples and exercises build familiarity with the methods.