Book contents
- Frontmatter
- Contents
- 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
- References
- Author index
- Subject index
7 - Frequentist and Bayesian model averaging
Published online by Cambridge University Press: 05 September 2012
- Frontmatter
- Contents
- 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
- References
- Author index
- Subject index
Summary
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- Chapter
- Information
- Model Selection and Model Averaging , pp. 192 - 226Publisher: Cambridge University PressPrint publication year: 2008