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On Model Uncertainty and its Statistical Implications

Proceedings of a Workshop, Held in Groningen, The Netherlands, September 25-26, 1986

Language EnglishEnglish
Book Paperback
Book On Model Uncertainty and its Statistical Implications Theo K. Dijkstra
Libristo code: 01558544
In this book problems related to the choice of models in such diverse fields as regression, covarian... Full description
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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.

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About the book

Full name On Model Uncertainty and its Statistical Implications
Language English
Binding Book - Paperback
Number of pages 138
EAN 9783540193678
ISBN 3540193677
Libristo code 01558544
Weight 490
Dimensions 155 x 235 x 9
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