Information Criteria and Statistical Modeling

Name: Information Criteria and Statistical Modeling
SKU: 11158040
Price: 294.00 NZD
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Paperback / softback

Series:

Springer Series in Statistics

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Description

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.

Release date NZ

November 23rd, 2010

Author

Audience

Professional & Vocational

Illustrations

XII, 276 p.

Pages

276

Series

Springer Series in Statistics

Dimensions

156x234x15

ISBN-13

9781441924568

Product ID

11158040

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