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【小西 貞則、北川源四郎著 情報量基準と統計モデル】

Information Criteria and Statistical Modeling(Springer Series in Statistics) hardcover XII, 276 p. 07

Konishi, Sadanori, Kitagawa, Genshiro  著

在庫状況 海外在庫有り  お届け予定日 1ヶ月  数量 冊 
価格 特価  \34,166(税込)         

発行年月 2007年10月
出版社/提供元
出版国 アメリカ合衆国
言語 英語
媒体 冊子
装丁 hardcover
ページ数/巻数 XII, 276 p.
ジャンル 洋書/理工学/数学/統計
ISBN 9780387718866
商品コード 0200756164
本の性格 学術書
新刊案内掲載月 2007年06月
書評掲載誌 Journal of Economic Literature
商品URL
参照
https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0200756164

内容

The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and numerous successful applications of the AIC have been reported in various fields of natural sciences, social sciences and engineering. One of the main objectives of this book is to provide comprehensive explanations of the concepts and derivations of the AIC and related criteria, including Schwarz’s Bayesian information criterion (BIC), together with a wide range of practical examples of model selection and evaluation criteria. A secondary objective is to provide a theoretical basis for the analysis and extension of information criteria via a statistical functional approach. A generalized information criterion (GIC) and a bootstrap information criterion are presented, which provide unified tools for modeling and model evaluation for a diverse range of models, including various types of nonlinear models and model estimation procedures such as robust estimation, the maximum penalized likelihood method and a Bayesian approach.

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