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Misspecification Analysis

Dijkstra, Theo K.
Misspecification Analysis
This volume collects papers prepared for the workshop '~isspecification Ana­ lysis" held in Groningen. The Netherlands. December 15th and 16th. 1983. The papers. which cover a wide range of problems. contain a number of interesting and fruitful ideas. A bird's-eye view of the contents of the papers is as follows: White describes in a very general setting properties of classical statistical procedures when models are misspecified. Verbeek provi...

CHF 134.00

On Model Uncertainty and its Statistical Implications

Dijkstra, Theo K.
On Model Uncertainty and its Statistical Implications
In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way...

CHF 69.00