Model Selection and Model Averaging (Hardcover)

Preface; A guide to notation; 1. Model selection: data examples and introduction; 2. Akaike's information criterion; 3. The Bayesian information criterion; 4. A comparison of some selection methods; 5. Bigger is not always better; 6. The focussed information criterion; 7. Frequentist and Bayesian model averaging; 8. Lack-of-fit and goodness-of-fit tests; 9. Model selection and averaging schemes in action; 10. Further topics; Overview of data examples; Bibliography; Author index; Subject index.