Scholarlink

In applications there are usually several models for describing a population from a given sample of observations and one is thus confronted with the problem of model selection. For example, different distributions can be fitted to a given sample of univariate observations; in polynomial regression one has to decide which degree of the polynomial to use; in regression models with multiple covariates one wishes to select which covariates to include in the model and whether or not interactions should be included; in fitting an autoregressive model to a stationary time series one must choose which order to use.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Model Selection

  • 工具书词条

  • 发表日期：

    2025年

查看全文
  • Gerda Claeskens,
  • Walter Zucchini,
  • Georges Nguefack-Tsague

摘要

In applications there are usually several models for describing a population from a given sample of observations and one is thus confronted with the problem of model selection. For example, different distributions can be fitted to a given sample of univariate observations; in polynomial regression one has to decide which degree of the polynomial to use; in regression models with multiple covariates one wishes to select which covariates to include in the model and whether or not interactions should be included; in fitting an autoregressive model to a stationary time series one must choose which order to use.