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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
On Model Uncertainty and Its Statistical Implications: Proceedings of a Workshop, Held in Groningen, the Netherlands, September 25-26, 1986

On Model Uncertainty and Its Statistical Implications: Proceedings of a Workshop, Held in Groningen, the Netherlands, September 25-26, 1986

Dijkstra, Theo K.

Paperback

Series: Lecture Notes in Economic and Mathematical Systems, Book 307

Business GeneralEconomicsProbability & Statistics

ISBN10: 3540193677
ISBN13: 9783540193678
Publisher: Springer
Published: May 25 1988
Pages: 138
Weight: 0.49
Height: 0.33 Width: 6.14 Depth: 9.21
Language: English
In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.

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