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

Frédéric Bertrand, Jean-Jacques Droesbeke, Gilbert Saporta

Model Choice and Model Aggregation

Frédéric Bertrand, Jean-Jacques Droesbeke, Gilbert Saporta

372 pages missing pub info (editions)

nonfiction mathematics informative medium-paced
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Description

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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