Model selection using the estimative and the approximate p^* predictive densities

DOI10.1023/A:1004132915192zbMATH Open0971.62014OpenAlexW2062874598MaRDI QIDQ1585871FDOQ1585871

Paolo Vidoni

Publication date: 4 October 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004132915192

Recommendations

• Model Selection Using Conditional Densities
• Some Bayesian predictive approaches to model selection
• Optimal model selection in density estimation
• Model selection for density estimation with \(\mathbb L_2\)-loss
• Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach
• Density estimation via exponential model selection
• On the Distributional Properties of Model Selection Criteria

zbMATH Keywords

cross-validationAkaike's criterionsquared prediction errormisspecification statisticnatural exponential modelpredictive sample reuse method

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99)

Cited In (9)

• A new method for estimation and model selection: \(\rho\)-estimation
• The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
• Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach
• Title not available (Why is that?)
• Improved predictive model selection
• Expected predictive least squares for model selection in covariance structures
• Model Selection Using Conditional Densities
• Predictive density criterion for SETAR models
• Approximate predictive densities and their applications in generalized linear models

This page was built for publication: Model selection using the estimative and the approximate \(p^*\) predictive densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1585871)