rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Information Criteria and Statistical Modeling
  name:
    name part: Konishi, Sadanori.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Kitagawa, Genshiro.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2008
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XII, 276 p. online resource.
  abstract: Winner 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 Smoot…
  table of contents: 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.
  note: by Sadanori Konishi, Genshiro Kitagawa.
  subject:
    topic: Statistics
  subject:
    topic: Coding theory
  subject:
    topic: Mathematical statistics
  subject:
    topic: Data mining
  subject:
    topic: Computer simulation
  subject:
    topic: Mathematical models
  subject:
    topic: Statistics
  subject:
    topic: Statistical Theory and Methods
  subject:
    topic: Mathematical Modeling and Industrial Mathematics
  subject:
    topic: Coding and Information Theory
  subject:
    topic: Data Mining and Knowledge Discovery
  subject:
    topic: Probability and Statistics in Computer Science
  subject:
    topic: Simulation and Modeling
  classification: QA276-280
  classification: 519.5
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Springer Series in Statistics
  identifier: 9780387718873
  identifier: http://dx.doi.org/10.1007/978-0-387-71887-3
  record info:
    record creation date: 100301
    record change date: 20151204164846.0
    record identifier: 978-0-387-71887-3