Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC-BIC dilemma. With discussion and authors' reply (Q4632670)
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scientific article; zbMATH DE number 7049287
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| English | Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC-BIC dilemma. With discussion and authors' reply |
scientific article; zbMATH DE number 7049287 |
Statements
Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (English)
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30 April 2019
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adaptive estimation
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AIC
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Bayesian model averaging
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BIC
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model selection
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risk convergence
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0.8010072112083435
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0.7793841361999512
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0.7393420338630676
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0.7334211468696594
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0.728568434715271
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