یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references (pages 430-439) and indexes.
یادداشتهای مربوط به مندرجات
متن يادداشت
Ch. 1. Introduction. 1.1. Background. 1.2. Overview. 1.3. Layout. 1.4. Topics not covered -- ch. 2. The univariate regression model. 2.1. Model description. 2.2. Derivations of the foundation model selection criteria. 2.3. Moments of model selection criteria. 2.4. Signal-to-noise corrected variants. 2.5. Overfitting. 2.6. Small-sample underfitting. 2.7. Random X regression and Monte Carlo study. 2.8. Summary -- ch. 3. The univariate autoregressive model. 3.1. Model description. 3.2. Selected derivations of model selection criteria. 3.3. Small-sample signal-to-noise ratios. 3.4. Overfitting. 3.5. Underfitting for two special case models. 3.6. Autoregressive Monte Carlo study. 3.7. Moving average MA(1) misspecified as autoregressive models. 3.8. Multistep forecasting models. 3.9. Summary -- ch. 4. The multivariate regression model. 4.1. Model description. 4.2. Selected derivations of model selection criteria. 4.3. Moments of model selection criteria. 4.4. Signal-to-noise corrected variants. 4.5. Overfitting properties. 4.6. Underfitting. 4.7. Monte Carlo study. 4.8. Summary -- ch. 5. The vector autoregressive model. 5.1. Model description. 5.2. Selected derivations of model selection criteria. 5.3. Small-sample signal-to-noise ratios. 5.4. Overfitting. 5.5. Underfitting in two special case models. 5.6. Vector autoregressive Monte Carlo study. 5.7. Summary -- ch. 6. Cross-validation and the bootstrap. 6.1. Univariate regression cross-validation. 6.2. Univariate autoregressive cross-validation. 6.3. Multivariate regression cross-validation. 6.4. Vector autoregressive cross-validation. 6.5. Univariate regression bootstrap. 6.6. Univariate autoregressive bootstrap. 6.7. Multivariate regression bootstrap. 6.8. Vector autoregressive bootstrap. 6.9. Monte Carlo study. 6.10. Summary -- ch. 7. Robust regression and quasi-likelihood. 7.1. Nonnormal error regression models. 7.2. Least absolute deviations regression. 7.3. Robust version of Cp. 7.4. Wald test version of Cp. 7.5. FPE for robust regression. 7.6. Unification of AIC criteria. 7.7. Quasi-likelihood. 7.8. Summary -- ch. 8. Nonparametric regression and wavelets. 8.1. Model selection in nonparametric regression. 8.2. Semiparametric regression model selection. 8.3. A cross-validatory AIC for hard wavelet thresholding. 8.4. Summary -- ch. 9. Simulations and examples. 9.1. Introduction. 9.2. Univariate regression models. 9.3. Autoregressive models. 9.4. Moving average MA(1) misspecified as autoregressive models. 9.5. Multivariate regression models. 9.6. Vector autoregressive models. 9.7. Summary.
بدون عنوان
0
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
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.
ویراست دیگر از اثر در قالب دیگر رسانه
عنوان
Regression and time series model selection.
شماره استاندارد بين المللي کتاب و موسيقي
981023242X
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Mathematical models.
موضوع مستند نشده
Regression analysis.
موضوع مستند نشده
Time-series analysis.
موضوع مستند نشده
Matematisk statistik.
موضوع مستند نشده
Mathematical models.
موضوع مستند نشده
MATHEMATICS-- Probability & Statistics-- Regression Analysis.
موضوع مستند نشده
Regression analysis.
موضوع مستند نشده
Tidsserieanalys.
موضوع مستند نشده
Time-series analysis.
مقوله موضوعی
موضوع مستند نشده
MAT-- 029030
رده بندی ديویی
شماره
519
.
5/36
ويراست
22
رده بندی کنگره
شماره رده
QA278
.
2
نشانه اثر
.
M42
1998eb
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )