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scientific article; zbMATH DE number 3886925
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    scientific article; zbMATH DE number 3886925

      Statements

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      1984
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      information criteria
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      model selection
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      decision-theoretic approach
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      estimated risk function
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      AIC
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      approximately unbiased estimate of the cross entropy risk
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      time-series model
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      simultaneous statistical inference approach
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      generalized likelihood ratio tests
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