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scientific article; zbMATH DE number 1219611
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scientific article; zbMATH DE number 1219611

    Statements

    author
    Allan McQuarrie
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    Chih-Ling Tsai
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    publication date
    4 November 1998
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    zbMATH Keywords
    model selection criteria
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    consistent criteria
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    efficient criteria
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    signal-to-noise corrected criteria
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    overfitting
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    underfitting
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    autoregressive models
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    cross-validation
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    bootstrap
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    robust regression
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    quasi-likelihood
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    nonparametric regression
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62-02
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    62J05
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    62B10
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    62G07
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    zbMATH DE Number
    1219611
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