Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545)
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scientific article; zbMATH DE number 5521475
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| English | Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process |
scientific article; zbMATH DE number 5521475 |
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Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (English)
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2 March 2009
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generalized cross validation
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large number of parameters and small sample size
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model selection
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nonparametric regression
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out-of-sample prediction
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\(S_p\) criterion
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0.775973916053772
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0.7464320659637451
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0.7423826456069946
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