Information Criteria and Statistical Modeling

1. Auflage. Softcover version of original hardcover Auflage 2008
ISBN: 978-1-4419-2456-8
Verlag: Springer

Buch, Englisch, 276 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 441 g

Reihe: Springer Series in Statistics

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.

Zielgruppe

Research

Autoren/Hrsg.

Kitagawa, Genshiro

Konishi, Sadanori

Fachgebiete

• Naturwissenschaften Biowissenschaften Angewandte Biologie Bioinformatik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Grafikprogrammierung
• Naturwissenschaften Biowissenschaften Biowissenschaften
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Informationstheorie, Kodierungstheorie
• Mathematik | Informatik EDV | Informatik Informatik
• Mathematik | Informatik EDV | Informatik Daten / Datenbanken Datenkompression, Dokumentaustauschformate
• Mathematik | Informatik EDV | Informatik Daten / Datenbanken Informationstheorie, Kodierungstheorie
• Mathematik | Informatik EDV | Informatik Angewandte Informatik Bioinformatik
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Concept of Statistical Modeling.- Statistical Models.- Information Criterion.- Statistical Modeling by AIC.- Generalized Information Criterion (GIC).- Statistical Modeling by GIC.- Theoretical Development and Asymptotic Properties of the GIC.- Bootstrap Information Criterion.- Bayesian Information Criteria.- Various Model Evaluation Criteria.