Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
Publication:4632670
DOI10.1111/j.1467-9868.2011.01025.xzbMath1411.62073OpenAlexW2117570546MaRDI QIDQ4632670
Peter D. Grünwald, Steven de Rooij, Tim van Erven
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2011.01025.x
Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical aspects of information-theoretic topics (62B10) Sequential estimation (62L12)
Related Items (12)
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