Focused Information Criteria And . . .
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Google books | books.google.com |
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Originally published | December 1, 2006 |
Authors | Gerda Claeskens |
Nils Lid Hjort | |
Date of Reg. | |
Date of Upd. | |
ID | 2210576 |
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. . . .