Improved predictive model selection

DOI10.1016/J.JSPI.2007.12.010MaRDI QIDQ951027zbMATH OpenOpenAlexFDO

Authors Paolo Vidoni

Publication date 29 October 2008

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2007.12.010

zbMATH Keywords

likelihoodAICmisspecificationKullback-Leibler informationpredictive densitynormal regression

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Parametric inference (62F99)

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Cited in

(7)

• Adjustments of profile likelihood through predictive densities
• Estimation of the predictive ability of ecological models
• Information criteria for prediction when the distributions of current and future observations differ
• scientific article; zbMATH DE number 720686 (Why is no real title available?)
• Improved time series prediction with a new method for selection of model parameters
• Improved customer choice predictions using ensemble methods
• Bayesian prediction and model selection for locally asymptotically mixed normal models

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