<電子ブック>
On Model Uncertainty and its Statistical Implications : Proceedings of a Workshop, Held in Groningen, The Netherlands, September 25–26, 1986 / edited by Theo K. Dijkstra
(Lecture Notes in Economics and Mathematical Systems. ISSN:21969957 ; 307)
版 | 1st ed. 1988. |
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出版者 | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
出版年 | 1988 |
大きさ | VII, 138 p : online resource |
著者標目 | Dijkstra, Theo K editor SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Econometrics LCSH:Statistics FREE:Probability Theory FREE:Quantitative Economics FREE:Statistics in Business, Management, Economics, Finance, Insurance |
一般注記 | 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 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 HTTP:URL=https://doi.org/10.1007/978-3-642-61564-1 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783642615641 |
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EB00208440 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000110113 |
ISBN | 9783642615641 |
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