Model selection and prediction: Normal regression
| Year of publication: |
1993
|
|---|---|
| Authors: | Speed, T. ; Yu, Bin |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 45.1993, 1, p. 35-54
|
| Publisher: |
Springer |
| Subject: | Model selection | prediction lower bound | accumulated prediction error (APE) | AIC | BIC | FPE | stochastic complexity | overfit and underfit probability |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395629