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Statistical Decision Theory

Chapter
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Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 16)

Abstract

This book is about model selection, that is about procedures to follow when choosing between competing models, having already been given some data. In principle, all these models can be considered as valid candidates to account for the available information, but we are not sure about which of them is the true data generating process.

Keywords

Loss Function Likelihood Function Risk Function Decision Function Information Level 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1989

Authors and Affiliations

  1. 1.University of ZaragozaSpain

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