Regression And Time Series Model Selection
eBook - PDF

Regression And Time Series Model Selection

  1. 480 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Regression And Time Series Model Selection

About this book

This important book describes procedures for selecting a model from a large set of competing statistical models. It includes model selection techniques for univariate and multivariate regression models, univariate and multivariate autoregressive models, nonparametric (including wavelets) and semiparametric regression models, and quasi-likelihood and robust regression models. Information-based model selection criteria are discussed, and small sample and asymptotic properties are presented. The book also provides examples and large scale simulation studies comparing the performances of information-based model selection criteria, bootstrapping, and cross-validation selection methods over a wide range of models.

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Regression And Time Series Model Selection by Allan D R Mcquarrie, Chih-ling Tsai in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Contents
  2. Preface
  3. List of Tables
  4. Chapter 1 Introduction
  5. Chapter 2 The Univariate Regression Model
  6. Chapter 3 The Univariate Autoregressive Model
  7. Chapter 4 The Multivariate Regression Model
  8. Chapter 5 The Vector Autoregressive Model
  9. Chapter 6 Cross-validation and the Bootstrap
  10. Chapter 7 Robust Regression and Quasi-likelihood
  11. Chapter 8 Nonparametric Regression and Wavelets
  12. Chapter 9 Simulations and Examples
  13. References
  14. Author Index
  15. Index