On the underfitting and overfitting sets of models chosen by order selection criteria.

DOI10.1006/JMVA.1999.1828zbMath1070.62516OpenAlexW2162915957MaRDI QIDQ1303860

Xavier Guyon, Jian-feng Yao

Publication date: 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1828

zbMATH Keywords

model selectionweak consistencystable lawstrong consistencyAICBICMarkov fieldsregressions and autoregressionsunderfitting and overfitting

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (11)

Consistent covariate selection and post model selection inference in semiparametric regression. ⋮ Minimal penalties for Gaussian model selection ⋮ Combining Multiple Biomarker Models in Logistic Regression ⋮ Goodness of fit tests for a class of Markov random field models ⋮ Misparametrization subsets for penalized least squares model selection ⋮ Optimal Detection of Changepoints With a Linear Computational Cost ⋮ Data-driven neighborhood selection of a Gaussian field ⋮ Selection of the neighborhood structure for space-time Markov random field models ⋮ Adaptive estimation of stationary Gaussian fields ⋮ Testing the order of a model ⋮ Model selection in the presence of incidental parameters

Uses Software

• spatial

Cites Work

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• Statistical Inference for Spatial Processes

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