On the Distributional Properties of Model Selection Criteria

DOI10.2307/2290211zbMath0781.62106OpenAlexW4253373745MaRDI QIDQ4031056

Ping Zhang

Publication date: 1 April 1993

Full work available at URL: https://doi.org/10.2307/2290211

zbMATH Keywords

model selectionrandom walkpenalty termsmall sample performanceparsimony principlegeneralized final prediction error criteriongrouped cross-validationpartitions of data

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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