Regression and Time Series Model Selection is popular PDF and ePub book, written by Allan D. R. McQuarrie in 1998, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Regression and Time Series Model Selection can be Read Online from any device for your convenience.
Regression and Time Series Model Selection Book PDF Summary
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.
Detail Book of Regression and Time Series Model Selection PDF
- Author : Allan D. R. McQuarrie
- Release : 01 October 1998
- Publisher : World Scientific
- ISBN : 9789810232429
- Genre : Mathematics
- Total Page : 479 pages
- Language : English
- PDF File Size : 12,6 Mb
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