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On Model Uncertainty and Its Statistical Implications
Theo K. . Ed(S): Dijkstra
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Description for On Model Uncertainty and Its Statistical Implications
Paperback. Editor(s): Dijkstra, Theo K. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 145 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 8. Weight in Grams: 490.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
1988
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
145
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
138
Place of Publication
Berlin, Germany
ISBN
9783540193678
SKU
V9783540193678
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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