shop by
Category
items
0 

Regression and Time Series Model Selection (Hardcover)

Customer Reviews   Write a Review

Be the first to review this item and earn 25 Rakuten Super Points™

Product Overview

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.

Specifications

Publisher World Scientific Pub Co Inc
Mfg Part# 9789810232429
SKU 203367895
Format Hardcover
ISBN10 981023242X
Release Date 5/6/2013
loading
Sold Out
Sorry, you missed the deal!
This product is currently not available.
ADVERTISEMENT
Promotions & Offers (1)
  •  custom promo
    5% Back* Sitewide with Promo Code Rewardme *See page for details
ADVERTISEMENT
ADVERTISEMENT