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Regression and Time Series Model Selection

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AuthorTsai Chih-Ling Et Al
ISBN9789810232429
Published LanguageEnglish
Publication Year1998
PublisherWorld Scientific
BindingHardback
Original Price$145
Pages480
Ships By2-3 days
SKU: WS-2608 Categories: ,

Description

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.

About the author
Univ of California, Davis, USA

Additional information

Weight0.832 kg
Dimensions22.9 × 15.2 cm
Author

ISBN

Publisher

Pages

480

Ships By

2-3 days