On model uncertainty and its statistical implications : proceedings of a workshop held in Groningen, the Netherlands, September 25-26, 1986

Theo K. Dijkstra (ed.)

In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.

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[目次]

  • On the impact of variable selection in fitting regression equations..- Data-driven selection of regressors and the bootstrap..- Autocorrelation pre-testing in linear models with AR(1) errors..- On cross-validation for predictor evaluation in time series..- Modification of factor analysis models in covariance structure analysis. A Monte Carlo study..- Pitfalls for forecasters..- Model selection in multinomial experiments.

「Nielsen BookData」より

この本の情報

書名 On model uncertainty and its statistical implications : proceedings of a workshop held in Groningen, the Netherlands, September 25-26, 1986
著作者等 Dijkstra, Theo K.
シリーズ名 Lecture notes in economics and mathematical systems
出版元 Springer-Verlag
刊行年月 c1988
ページ数 vi, 138 p.
大きさ 25 cm
ISBN 3540193677
0387193677
NCID BA03862172
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言語 英語
出版国 ドイツ
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