Bøger af Sadanori Konishi

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.

This text shows how to use multivariate analysis to extract useful information from multivariate data and understand the structure of random phenomena. Along with the basic concepts of various procedures in traditional multivariate analysis, the book covers nonlinear techniques for clarifying phenomena behind observed multivariate data. It prima

Statistical modeling is a critical tool in scientific research. The authors expect this work to be of great value not just to statisticians but also to researchers and practitioners in various fields of research such as information science, computer science, engineering, bioinformatics, economics, marketing and environmental science.