Bias-variance trade-off for prequential model list selection
| Year of publication: |
2011
|
|---|---|
| Authors: | Fokoue, Ernest ; Clarke, Bertrand |
| Published in: |
Statistical Papers. - Springer. - Vol. 52.2011, 4, p. 813-833
|
| Publisher: |
Springer |
| Subject: | Prequential | Online prediction | Bias-variance trade-off | Model selection | Bayes model averaging | Model list selection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009401659