Focused Information Criteria and . . . photograph

Focused Information Criteria And . . .

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Originally published December 1, 2006
Authors Gerda Claeskens
Nils Lid Hjort
Date of Reg.
Date of Upd.
ID2210576
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About Focused Information Criteria And . . .


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 central to all statistical work with data. . . .

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