Kniha On Model Uncertainty and its Statistical Implications Theo K. Dijkstra

On Model Uncertainty and its Statistical Implications

Proceedings of a Workshop, Held in Groningen, The Netherlands, September 25-26, 1986

Jazyk: Angličtina
Väzba: Brožovaná
Dostupnosť: Skladom u dodávateľa v malom množstve
Odosielame za 13-18 dní
54.21
In this book problems related to the choice of models in such diverse fields as regression, covarian...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Stránok
138
EAN
9783540193678
ISBN
3540193677
Enbook ID
01558544
Hmotnosť
490
Rozmery
155 x 235 x 9

Kompletný popis

In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.

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