On the Distributional Properties of Model Selection Criteria (Q4031056)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distributional Properties of Model Selection Criteria |
scientific article |
Statements
1 April 1993
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grouped cross-validation
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random walk
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parsimony principle
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model selection
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generalized final prediction error criterion
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penalty term
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partitions of data
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small sample performance
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On the Distributional Properties of Model Selection Criteria (English)
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