School Seminars and Colloquia

On Statistical Model Selection and Computing

Department Seminar

by Dr. Guoqi Qian


Institution: La Trobe University
Date: Thu 27th October 2005
Time: 10:00 AM
Location: Cuming Theatre, Chemistry Building

Abstract: A brief review will be given in this talk on the current state of
statistical model
selection research. Proposed solutions to some outstanding issues in
model selection
will also be outlined. These issues include: 1) variability invloved in
model selection, 2) variability involved in comparing two non-nested
models and 3) computing
feasibility of model selection involving very many candidate models. The
proposed solutions will be illustrated through several examples
concerning GARCH and ARMA time series and logistic regression model
selection.

For More Information: Department of Mathematics and Statistics: Ph. 8344 5550