Science/Engineering Regression and Time Series Model Selection (981023242X)

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Regression and Time Series Model Selection

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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	Economics/Finances Regression Models for Time Series Analysis Author: Benjamin Kedem, Konstantinos FokianosPublisher: John Wiley and Sons LtdPublish Date: March 2005ISBN: 9780471461685Pages: 360 A thorough review of the most current regression methods in time series analysis Regression methods hav ...
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	Science/Engineering Model Selection and Model Averaging Model Selection and Model Averaging Publisher: Cambridge University Press \| Pages: 320 \| 2008-07-28 \| ISBN 0521852250 \| PDF \| 2 MBChoosing a model is central to all statistical work with data. We have seen rapid advances in model fitt ...
	Science/Engineering Time Series Analysis: Regression Techniques Charles W. Ostrom “Time Series Analysis: Regression Techniques" Sage Publications, Inc \| 1978-01-01 \| ISBN: 080390942X \| 85 pages \| PDF \| 16,8 MB Examines techniques for the study of change based on regression analysis. Demonstrates ...
	Science/Engineering Model Selection and Multi-Model Inference Kenneth P. Burnham, David Anderson “Model Selection and Multi-Model Inference" Springer \| 2003-12-04 \| ISBN: 0387953647 \| 496 pages \| PDF \| 2,4 MB The second edition of this book is unique in that it focuses on methods for making forma ...
	Science/Engineering Concentration Inequalities and Model Selection Concentration Inequalities and Model Selection: Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 Publisher: Springer \| ISBN: 3540484973 \| edition 2007 \| PDF \| 342 pages \| 2,48 mbSince the impressive works of Talagrand, concentrat ...
	Economics/Finances Regression Models for Time Series Analysis Author: Benjamin Kedem, Konstantinos FokianosPublisher: John Wiley and Sons LtdPublish Date: March 2005ISBN: 9780471461685Pages: 360 A thorough review of the most current regression methods in time series analysis Regression methods hav ...
	Mathematics Subset Selection in Regression, Second Editon Alan Millerl ¡°Subset Selection in Regression, Second Editon" Chapman & Hall/CRC \| 2002-04-15 \| ISBN: 1584881712 \| 256 pages \| PDF \| 2,8 Mb Originally published in 1990, the first edition of Subset Selection in Regression filled a sig ...

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