Regression And Time Series Model Selection
Book Details
Format
Hardback or Cased Book
ISBN-10
981023242X
ISBN-13
9789810232429
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Jun 2nd, 1998
Print length
480 Pages
Product Classification:
Probability & statisticsApplied mathematics
Ksh 27,000.00
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Quality
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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; and nonparametric (including wavelets) models.
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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