000 04471nam a22005415i 4500
001 978-0-387-71887-3
003 DE-He213
005 20250710084014.0
007 cr nn 008mamaa
008 100301s2008 xxu| s |||| 0|eng d
020 _a9780387718873
_a99780387718873
024 7 _a10.1007/978-0-387-71887-3
_2doi
082 0 4 _a519.5
_223
100 1 _aKonishi, Sadanori.
_eauthor.
245 1 0 _aInformation Criteria and Statistical Modeling
_h[recurso electrónico] /
_cby Sadanori Konishi, Genshiro Kitagawa.
264 1 _aNew York, NY :
_bSpringer New York,
_c2008.
300 _aXII, 276 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Series in Statistics,
_x0172-7397
505 0 _aConcept 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.
520 _aWinner of the 2009 Japan Statistical Association Publication Prize. 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. Sadanori Konishi is Professor of Faculty of Mathematics at Kyushu University. His primary research interests are in multivariate analysis, statistical learning, pattern recognition and nonlinear statistical modeling. He is the editor of the Bulletin of Informatics and Cybernetics and is co-author of several Japanese books. He was awarded the Japan Statistical Society Prize in 2004 and is a Fellow of the American Statistical Association. Genshiro Kitagawa is Director-General of the Institute of Statistical Mathematics and Professor of Statistical Science at the Graduate University for Advanced Study. His primary interests are in time series analysis, non-Gaussian nonlinear filtering and statistical modeling. He is the executive editor of the Annals of the Institute of Statistical Mathematics, co-author of Smoothness Priors Analysis of Time Series, Akaike Information Criterion Statistics, and several Japanese books. He was awarded the Japan Statistical Society Prize in 1997 and Ishikawa Prize in 1999, and is a Fellow of the American Statistical Association.
650 0 _aSTATISTICS.
650 0 _aCOMPUTER SCIENCE.
650 0 _aDATA MINING.
650 0 _aCOMPUTER SIMULATION.
650 0 _aBIOINFORMATICS.
650 0 _aMATHEMATICAL STATISTICS.
650 0 _aECONOMETRICS.
650 1 4 _aSTATISTICS.
650 2 4 _aSTATISTICAL THEORY AND METHODS.
650 2 4 _aDATA MINING AND KNOWLEDGE DISCOVERY.
650 2 4 _aPROBABILITY AND STATISTICS IN COMPUTER SCIENCE.
650 2 4 _aSIMULATION AND MODELING.
650 2 4 _aCOMPUTATIONAL BIOLOGY/BIOINFORMATICS.
650 2 4 _aECONOMETRICS.
700 1 _aKitagawa, Genshiro.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387718866
830 0 _aSpringer Series in Statistics,
_x0172-7397
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-71887-3
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c58306
_d58306