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Variable selection methods and model selection approaches are valuable statistical tools, which are indispensable for almost any statistical modeling question. This review considers first the use of information criteria for model selection. Such criteria provide an ordering of the considered...
Persistent link: https://www.econbiz.de/10013003752
A multivariate depth for functional data is defined and studied. By the multivariate nature and by including a weight function, it acknowledges important characteristics of functional data, namely differences in the amount of local amplitude, shape and phase variation. Both population and finite...
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Variable selection methods and model selection approaches are valuable statistical tools that are indispensable for almost any statistical modeling question. This review first considers the use of information criteria for model selection. Such criteria provide an ordering of the considered...
Persistent link: https://www.econbiz.de/10014127053