Model Choice and Model Aggregation by Jean-Jacques Droesbeke, Gilbert Saporta, Frédéric Bertrand
Model Choice and Model Aggregation

Jean-Jacques Droesbeke, Gilbert Saporta, Frédéric Bertrand

Model Choice and Model Aggregation

Jean-Jacques Droesbeke, Gilbert Saporta, Frédéric Bertrand

372 pages missing pub info (view editions)

nonfiction mathematics informative medium-paced
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For over forty years, choosing a statistical model thanks to data consisted in optimizing a criterion based on penalized likelihood (H. Akaike, 1973) or penalized least squares (C. Mallows, 1973). These methods are valid for predictive model choic...

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