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.
| ISBN: | 9783540193678 |
| Publication date: | 25th May 1988 |
| Author: | Theo K Dijkstra |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 138 pages |
| Series: | Lecture Notes in Economics and Mathematical Systems |
| Genres: |
Probability and statistics Stochastics Economic theory and philosophy Economics, Finance, Business and Management |
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.
On Model Uncertainty and Its Statistical Implications features in the following genres: Probability and statistics, Stochastics, Economic theory and philosophy, Economics, Finance, Business and Management
On Model Uncertainty and Its Statistical Implications is available in Paperback
On Model Uncertainty and Its Statistical Implications was written by Theo K Dijkstra and published by Springer an imprint of Springer Berlin Heidelberg
On Model Uncertainty and Its Statistical Implications has 138 pages
Yes it is part of Lecture Notes in Economics and Mathematical Systems series