Model Selection and Model Averaging. Cambridge Series in Statistical and Probabilistic Mathematics. by Nils Lid Hjort, Gerda Claeskens
Model Selection and Model Averaging. Cambridge Series in Statistical and Probabilistic Mathematics.
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Nils Lid Hjort, Gerda Claeskens
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Model Selection and Model Averaging. Cambridge Series in Statistical and Probabilistic Mathematics.

Cambridge Series in Statistical and Probabilistic Mathematics #27

Nils Lid Hjort, Gerda Claeskens

312 pages • first pub 2008 (editions)

informative medium-paced
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Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is cent...

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