welcome to stk 4160, spring semester 2019

Welcome, everyone, to the course on statistical model selection and model averaging. The course book is Claeskens and Hjort's "Model Selection and Model Averaging" (Cambridge University Press, 2008), which is or will be available at Akademika, or may be ordered from the publisher, or amazon. During the course you will need to work with datasets from the book, available here:

https://perswww.kuleuven.be/~u0043181/modelselection/index.html

Also, you may check the course website from the spring semesters 2017, 2015, 2013, containing also a collection of Lecture Notes and Exercises. There are lectures 13:15 to 16:00 on Wednesdays, starting Jan 16, and in most cases the teaching will be structured as two hours of lecturing plus one hour of working through exercises.

Nils Lid Hjort