Model selection and prediction: Normal regression (Q1260697)
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scientific article; zbMATH DE number 370576
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| English | Model selection and prediction: Normal regression |
scientific article; zbMATH DE number 370576 |
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Model selection and prediction: Normal regression (English)
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25 August 1993
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prediction lower bound
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APE
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finite-dimensional normal regression models
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model selection criteria
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prediction errors
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prediction with refitting
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prediction without refitting
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accumulatd prediction error criterion
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stochastic complexity criterion
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AIC
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BIC
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FPE criterion
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upper bounds on overfitting and underfitting probabilities
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finite-dimensional vs. infinite-dimensional model assumptions
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0.7882767915725708
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0.7787373661994934
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0.764933168888092
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