Model selection:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Wiley
1986
|
| Schriftenreihe: | Wiley series in probabiltiy and methematical statistics / Applied probability and statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 301 Seiten graphische Darstellungen |
| ISBN: | 0471837229 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1817681118839701504 |
|---|---|
| adam_text |
Model Selection
H LINHART
Universitat Gottingen
W ZUCCHINI
University of Cape Town
JOHN WILEY amp; SONS
New York • Chichester • Brisbane ® Toronto • Singapore
Contents
1 The Basic Ideas 1
1 1 Fitting a Model to Observations, 1
1 2 Strategies for Selecting an Approximating Family
of Models, 4
1 3 Discrepancies, 6
1 4 Criteria, 13
2 An Outline of General Methods 16
2 1 Selecting a Discrepancy, 16
2 2 Some Important Discrepancies, 18
2 3 Derivation of Criteria, 19
2 4 Asymptotic Methods, 20
2 5 Bootstrap Methods, 22
2 6 Cross-Validatory Methods, 23
3 Histograms 28
3 1 Approximating Models and Discrepancy, 28
3 2 Estimation, Expected Discrepancy, and Criterion, 30
3 3 Examples of Application, 31
3 4 Bivariate Histograms, 34
4 Univariate Distributions 39
4 1 Asymptotic Criteria, 40
ix
X CONTENTS
4 2 Approximating Models Based on Orthogonal
Systems, 52
43A Typical Bootstrap Algorithm, 56
4 4 Examples of Application, 59
5 Simple Regression, One Replication Only 73
5 1 Should the Independent Variable Be Used at All?, 74
52A Method Based on the Kullback-Leibler
Discrepancy, 76
53A Cross-Validatory Method, 78
5 4 Bootstrap Methods, 80
-55 Examples of Application, 82
6 Simple Regression, Replicated Observations 89
6 1 Linear Approximating Models, 89
6 2; Linear Approximating Models Using Orthogonal
Functions: Analysis of Discrepancy, 92
6 3 Nonlinear Approximating Models, 107
7 Multiple Regression 111
7 1 Selection of Random Predictor Variables:
The Sp Method, 112
7 2 Selection of Fixed Predictor Variables:
The Cp Method, 115
7 3 Computations for Tests for Variable Selection, 118
7 4 Selection of Principal Components, 121
7 5 Linear Operating and Approximating Models, 126
8 Analysis of Variance 136
8 1 Fixed Models, 137
8 2 Mixed Models, 143
83A Special Case: A Mixed Model in Regression
Analysis, 148
9 Analysis of Covarianci 158
91A Discrepancy for Analysis of Covariance, 158
CONTENTS xi
9 2 The Expected Discrepancy, 159
9 3 The Criterion, 160
9 4 Special Cases, 161
9 5 Examples of Application, 164
10 The Analysis of Proportions: The Binomial Case 174
10 1 Kullback-Leibler Discrepancy, 175
10 2 Gauss Discrepancy, 183
10 3 Discrepancies Based on Mahalanobis’
Generalized Distance, 187
10 4 Neyman Chi-Squared Discrepancy, 188
10 5 Pearson Chi-Squared Discrepancy, 189
10 6 Analysis in the Transformed Domain, 191
11 The Analysis of Proportions:
Contingency Tables
11 1 Independence in I x /Tables, 196
11 2 Three General Asymptotic Methods, 198
11 3 Cross-Validatory Methods, 206
12 Time Series 208
12 1 A General Criterion, 209
12 2 The Derivatives / and i]/ for Two Important Classes
of Models, 212
12 3 Examples of Applications, 214
12 4 Parzen’s Autoregressive Order Determination, 218
12 5 Selecting the Residual Process of a Nonstationary
Time Series, 220
13 Spectral Analysis 228
13 1 Wahba’s Optimally Smoothed Spline Estimator
of the Log Spectral Density, 229
13 2 A Family of Approximating Spectral Densities, 231
xii CONTENTS
Appendix 237
A l Asymptotic Criteria, 237
A 2 Asymptotic Criteria for a Few Important Cases, 243
A 3 Data, 263
A 4 Tables, 273
References 283
Author Index 291
Subject Index 293
Index of Criteria 301 |
| any_adam_object | 1 |
| author | Linhart, Heinz Zucchini, Walter 1946- |
| author_GND | (DE-588)1219991678 (DE-588)170075702 |
| author_facet | Linhart, Heinz Zucchini, Walter 1946- |
| author_role | aut aut |
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| building | Verbundindex |
| bvnumber | BV000611475 |
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| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| language | English |
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| spelling | Linhart, Heinz (DE-588)1219991678 aut Model selection H. Linhart ; W. Zucchini New York [u.a.] Wiley 1986 XII, 301 Seiten graphische Darstellungen txt rdacontent n rdamedia nc rdacarrier Wiley series in probabiltiy and methematical statistics / Applied probability and statistics Statistiek gtt Statistique mathématique Statistique mathématique ram Statistik Mathematical statistics Auswahl (DE-588)4214540-5 gnd rswk-swf Auslese (DE-588)4003800-2 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 gnd rswk-swf Modellierung (DE-588)4170297-9 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 s Auswahl (DE-588)4214540-5 s DE-604 Auslese (DE-588)4003800-2 s Modellierung (DE-588)4170297-9 s 1\p DE-604 Statistik (DE-588)4056995-0 s 2\p DE-604 Zucchini, Walter 1946- (DE-588)170075702 aut HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000380555&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Linhart, Heinz Zucchini, Walter 1946- Model selection Statistiek gtt Statistique mathématique Statistique mathématique ram Statistik Mathematical statistics Auswahl (DE-588)4214540-5 gnd Auslese (DE-588)4003800-2 gnd Statistisches Modell (DE-588)4121722-6 gnd Modellierung (DE-588)4170297-9 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4214540-5 (DE-588)4003800-2 (DE-588)4121722-6 (DE-588)4170297-9 (DE-588)4056995-0 |
| title | Model selection |
| title_auth | Model selection |
| title_exact_search | Model selection |
| title_full | Model selection H. Linhart ; W. Zucchini |
| title_fullStr | Model selection H. Linhart ; W. Zucchini |
| title_full_unstemmed | Model selection H. Linhart ; W. Zucchini |
| title_short | Model selection |
| title_sort | model selection |
| topic | Statistiek gtt Statistique mathématique Statistique mathématique ram Statistik Mathematical statistics Auswahl (DE-588)4214540-5 gnd Auslese (DE-588)4003800-2 gnd Statistisches Modell (DE-588)4121722-6 gnd Modellierung (DE-588)4170297-9 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Statistiek Statistique mathématique Statistik Mathematical statistics Auswahl Auslese Statistisches Modell Modellierung |
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