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eBook - PDF
Regression And Time Series Model Selection
Allan D R Mcquarrie, Chih-ling Tsai
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- 480 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Regression And Time Series Model Selection
Allan D R Mcquarrie, Chih-ling Tsai
Book details
Table of contents
Citations
About This Book
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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Yes, you can access Regression And Time Series Model Selection by Allan D R Mcquarrie, Chih-ling Tsai in PDF and/or ePUB format, as well as other popular books in Mathématiques & Probabilités et statistiques. We have over one million books available in our catalogue for you to explore.
Information
Topic
MathématiquesSubtopic
Probabilités et statistiquesTable of contents
- Contents
- Preface
- List of Tables
- Chapter 1 Introduction
- Chapter 2 The Univariate Regression Model
- Chapter 3 The Univariate Autoregressive Model
- Chapter 4 The Multivariate Regression Model
- Chapter 5 The Vector Autoregressive Model
- Chapter 6 Cross-validation and the Bootstrap
- Chapter 7 Robust Regression and Quasi-likelihood
- Chapter 8 Nonparametric Regression and Wavelets
- Chapter 9 Simulations and Examples
- References
- Author Index
- Index
Citation styles for Regression And Time Series Model Selection
APA 6 Citation
Mcquarrie, A., & Tsai, C. (1998). Regression And Time Series Model Selection ([edition unavailable]). World Scientific Publishing Company. Retrieved from https://www.perlego.com/book/847182/regression-and-time-series-model-selection-pdf (Original work published 1998)
Chicago Citation
Mcquarrie, Allan, and Chih-ling Tsai. (1998) 1998. Regression And Time Series Model Selection. [Edition unavailable]. World Scientific Publishing Company. https://www.perlego.com/book/847182/regression-and-time-series-model-selection-pdf.
Harvard Citation
Mcquarrie, A. and Tsai, C. (1998) Regression And Time Series Model Selection. [edition unavailable]. World Scientific Publishing Company. Available at: https://www.perlego.com/book/847182/regression-and-time-series-model-selection-pdf (Accessed: 14 October 2022).
MLA 7 Citation
Mcquarrie, Allan, and Chih-ling Tsai. Regression And Time Series Model Selection. [edition unavailable]. World Scientific Publishing Company, 1998. Web. 14 Oct. 2022.