Information criteria and statistical modeling / Sadanori Konishi and Genshiro Kitagawa

By:

Konishi, Sadanori

Contributor(s):

Kitagawa, Genshiro

Material type: Text

TextPublication details: New York : Springer, 2008Description: vii, 273p, 23cmISBN:

9780387718866

Subject(s):

DDC classification:

519.22 KON

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	519.22 KON (Browse shelf(Opens below))	Available		IIMC-124175

Total holds: 0

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.

There are no comments on this title.

to post a comment.