Idioma:

Information Criteria and Statistical Modeling

Konishi, Sadanori ; Kitagawa, Genshiro

New York, NY: Springer-Verlag 2008

Texto completo disponível

Citações Citado por

Enviar para

Título:
Information Criteria and Statistical Modeling
Autor: Konishi, Sadanori ; Kitagawa, Genshiro
Assuntos: Coding and Information Theory ; Data Mining and Knowledge Discovery ; Information modeling ; Mathematical analysis ; Mathematical Modeling and Industrial Mathematics ; Mathematics and Statistics ; Probability and Statistics in Computer Science ; Simulation and Modeling ; Statistical Theory and Methods ; Statistics ; Stochastic analysis
Descrição: The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and numerous successful applications of the AIC have been reported in various fields of natural sciences, social sciences and engineering. One of the main objectives of this book is to provide comprehensive explanations of the concepts and derivations of the AIC and related criteria, including Schwarz s Bayesian information criterion (BIC), together with a wide range of practical examples of model selection and evaluation criteria. A secondary objective is to provide a theoretical basis for the analysis and extension of information criteria via a statistical functional approach. A generalized information criterion (GIC) and a bootstrap information criterion are presented, which provide unified tools for modeling and model evaluation for a diverse range of models, including various types of nonlinear models and model estimation procedures such as robust estimation, the maximum penalized likelihood method and a Bayesian approach.
Títulos relacionados: Springer Series in Statistics
Editor: New York, NY: Springer-Verlag
Data de criação/publicação: 2008
Formato: 285
Idioma: Alemão;Inglês

Voltar para lista de resultados

Anterior Resultado 9 Avançar Ir para próxima página

Realização: Logos de Redes Sociais:

Information Criteria and Statistical Modeling

Konishi, Sadanori ; Kitagawa, Genshiro

New York, NY: Springer-Verlag 2008

Buscando em bases de dados remotas. Favor aguardar.