Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (Q4632670)
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scientific article; zbMATH DE number 7049287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma |
scientific article; zbMATH DE number 7049287 |
Statements
Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (English)
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30 April 2019
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adaptive estimation
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AIC
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Bayesian model averaging
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BIC
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model selection
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risk convergence
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