EAN: 9783662585405

SPRINGERBRIEFS IN STATISTICS MODEL AVERAGING ...

This book provides a concise and accessible overview of model averaging  with a focus on
applications. Model averaging is a common means of allowing for model uncertainty when
analysing data  and has been used in a wide range of application areas  such as ecology 
econometrics  meteorology and pharmacology. The book presents an overview of the methods
developed in this area  illustrating many of them with examples from the life sciences
involving real-world data. It also includes an extensive list of references and suggestions for
further research. Further  it clearly demonstrates the links between the methods developed in
statistics  econometrics and machine learning  as well as the connection between the Bayesian
and frequentist approaches to model averaging. The book appeals to statisticians and scientists
interested in what methods are available  how they differ and what is known about their
properties. It is assumed that readers are familiar with the basic concepts of statistical
theory and modelling  including probability  likelihood and generalized linear models.

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