书目名称 | On Model Uncertainty and its Statistical Implications |
副标题 | Proceedings of a Wor |
编辑 | Theo K. Dijkstra |
视频video | |
丛书名称 | Lecture Notes in Economics and Mathematical Systems |
图书封面 |  |
描述 | 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. |
出版日期 | Conference proceedings 1988 |
关键词 | Estimator; Factor analysis; Fitting; Time series; Variance; best fit; calculus; correlation; statistical met |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-61564-1 |
isbn_softcover | 978-3-540-19367-8 |
isbn_ebook | 978-3-642-61564-1Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
issn_series | 0075-8442 |
copyright | Springer-Verlag Berlin Heidelberg 1988 |