Topics in M-estimation, model selection and modelling

M 估计、模型选择和建模主题

• 批准号: 105557-2007
• 负责人: Wu, Yuehua
• 金额: $ 1.6万
• 依托单位: York University
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2011
• 资助国家: 加拿大
• 起止时间: 2011-01-01 至 2012-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=475321
• 关键词: Topics; estimation; model; selection; modelling

A statistical model is convenient for representing the observed phenomenon. It contributes to the understanding of the structure of a system or a process in various fields of engineering and natural and social sciences. One of the most important tasks in statistics is to develop methodologies and theories for constructing a statistical model based on data, which is an approximation to the reality manifested in the observed data. Such a model is not unique in general. For a given set of competing models, the key issue is then how to choose the best approximating model among them. After a model is chosen, statistical analysis may be performed.

统计模型便于表示所观察到的现象。它有助于理解工程、自然科学和社会科学各个领域的系统或过程的结构。统计学最重要的任务之一是发展基于数据的统计模型的方法和理论，统计模型是对观察到的数据所体现的现实的近似。一般来说，这种模式并不是唯一的。对于给定的一组相互竞争的模型，关键问题是如何从中选择最佳的近似模型。选择模型后，可以进行统计分析。