uncertainty after model selection. In this work, we propose a novel model-combining algorithm for classification in biomarker …

While model selection is viewed as a fundamental task in data analysis, it imposesconsiderable effects on the … subsequent inference. In applied statistics, it is common tocarry out a data-driven approach in model selection and draw … misleading to report estimates based uponconventional 1−α without considering possible post-model-selection impact. This …

The paper proposes a data driven adaptive model selection strategy. The selection crite- rion measures economic ex … SFB 649 Discussion Paper 2008-064 A note on the model selection risk for ANOVA based … R I S K B E R L I N A note on the model selection risk for ANOVA based …

Some limit properties for information based model selection criteria are given in the context of unit root evaluation …

fundamental not only in model selection theory, but also for the emerging class of automatically computable super exogeneity tests. …

1 Model selection for forecast combination Philip Hans Franses Econometric Institute, Erasmus University … in the Netherlands shows its ease of use. Key words: Forecast combination; Model selection JEL code: C53 … still be enough to establish better forecast performance. In this paper I therefore recommend another model selection …