scientific article; zbMATH DE number 1219611

zbMath0907.62095MaRDI QIDQ4217272

Publication date: 4 November 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

bootstrap cross-validation autoregressive models model selection criteria nonparametric regression robust regression quasi-likelihood overfitting consistent criteria underfitting efficient criteria signal-to-noise corrected criteria

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical aspects of information-theoretic topics (62B10)

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