Buch, Englisch, 276 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 606 g
Buch, Englisch, 276 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 606 g
Reihe: Springer Series in Statistics
ISBN: 978-0-387-71886-6
Verlag: Springer
The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and numerous successful applications of the AIC have been reported in various fields of natural sciences, social sciences and engineering.
One of the main objectives of this book is to provide comprehensive explanations of the concepts and derivations of the AIC and related criteria, including Schwarz’s Bayesian information criterion (BIC), together with a wide range of practical examples of model selection and evaluation criteria. A secondary objective is to provide a theoretical basis for the analysis and extension of information criteria via a statistical functional approach. A generalized information criterion (GIC) and a bootstrap information criterion are presented, which provide unified tools for modeling and model evaluation for a diverse range of models, including various types of nonlinear models and model estimation procedures such as robust estimation, the maximum penalized likelihood method and a Bayesian approach.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Grafikprogrammierung
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
- Naturwissenschaften Biowissenschaften Angewandte Biologie Bioinformatik
- Mathematik | Informatik EDV | Informatik Daten / Datenbanken Informationstheorie, Kodierungstheorie
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
- Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Informationstheorie, Kodierungstheorie
- Mathematik | Informatik EDV | Informatik Daten / Datenbanken Datenkompression, Dokumentaustauschformate
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
- Mathematik | Informatik EDV | Informatik Angewandte Informatik Bioinformatik
- Mathematik | Informatik EDV | Informatik Informatik
- Naturwissenschaften Biowissenschaften Biowissenschaften
Weitere Infos & Material
Concept of Statistical Modeling.- Statistical Models.- Information Criterion.- Statistical Modeling by AIC.- Generalized Information Criterion (GIC).- Statistical Modeling by GIC.- Theoretical Development and Asymptotic Properties of the GIC.- Bootstrap Information Criterion.- Bayesian Information Criteria.- Various Model Evaluation Criteria.
