Regression and Time Series Model Selection

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Regression and Time Series Model Selection


Regression and Time Series Model Selection (Hardcover)by Allan D. R. McQuarrie
  
Allan D. R. McQuarrie (Author)
› Visit Amazon's Allan D. R. McQuarrie Page
Find all the books, read about the author, and more.
See search results for this author
Are you an author? Learn about Author Central



(Author), Chih-Ling Tsai (Author) "A question perhaps as old as modeling is "Which variables are important?..." (more)
Key Phrases: strong penalty functions, overfit excessively, overfitting properties, Monte Carlo, Central Case, Selected Derivations of Model Selection Criteria (more...)

2 Reviews 5 star: (0) 4 star: (2) 3 star: (0) 2 star: (0) 1 star: (0) › See all 2 customer reviews...

4.0 out of 5 stars See all reviews (2 customer reviews)

List Price: $58.00 Price: $58.00 & this item ships for FREE with Super Saver Shipping. Details

Editorial ReviewsReview
...serve as a reference for specialists and also as an important resource of information for statisticians dealing with applications. -- Mathematics Abstracts

Product Description
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.

Product Details Hardcover: 455 pages Publisher: World Scientific Publishing Company (June 1998) Language: English ISBN-10: 981023242X ISBN-13: 978-9810232429 Product Dimensions: 8.6 x 5.9 x 1.3 inches Shipping Weight: 1.6 pounds (View shipping rates and policies) Average Customer Review: 4.0 out of 5 stars See all reviews (2 customer reviews) Amazon.com Sales Rank: #1,262,051 in Books (See Bestsellers in Books)  Would you like to update product info or give feedback on images?

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏3 回帖

关键词：Time Series regression regressio Selection Election important question perhaps search Series

[em47]

iiistony 发表于 2010-5-9 04:05
[em47]

Yes, it is very good

TOP OF THE WORLD.

GOOD BOOK，OK

謝謝樓主的分享

太貴了