On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860): Difference between revisions

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Property / DOI: 10.1006/jmva.1999.1828 / rank
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Property / full work available at URL: https://doi.org/10.1006/jmva.1999.1828 / rank
 
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Latest revision as of 17:46, 10 December 2024

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On the underfitting and overfitting sets of models chosen by order selection criteria.
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    On the underfitting and overfitting sets of models chosen by order selection criteria. (English)
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    1999
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    model selection
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    AIC
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    BIC
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    underfitting and overfitting
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    weak consistency
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    strong consistency
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    regressions and autoregressions
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    Markov fields
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    stable law
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