Prequential analysis of complex data with adaptive model reselection

Cites Work

Algorithm AS 136: A K-Means Clustering Algorithm
Generalized additive models. An introduction with R.
The elements of statistical learning. Data mining, inference, and prediction
Heuristics of instability and stabilization in model selection
Bayesian model averaging: A tutorial. (with comments and a rejoinder).
Title not available (Why is that?)
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Generalized additive models
Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
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Generalized Additive Models for Location, Scale and Shape
A practical guide to splines
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Modeling by shortest data description
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An optimal selection of regression variables
An Information Measure for Classification
Goodness of prediction fit
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Asymptotic minimax regret for data compression, gambling, and prediction
Calibration-based empirical probability
The Variable Selection Problem
Prequential probability: principles and properties
Stacked regressions
Analysis of a complexity-based pruning scheme for classification trees
An axiomatic approach to intrinsic dimension of a dataset
Prediction in the worst case
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On Testing the Validity of Sequential Probability Forecasts
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10.1162/153244304773936090
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On Efficient Point Prediction Systems

Cited In (1)

Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study

Uses Software

R
UCI-ml
mlbench
GAMLSS
ElemStatLearn
gamair
tree
AS 136

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