On the Distributional Properties of Model Selection Criteria (Q4031056)

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scientific article; zbMATH DE number 148307
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    On the Distributional Properties of Model Selection Criteria
    scientific article; zbMATH DE number 148307

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      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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