Bias-variance trade-off for prequential model list selection
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Publication:657069
DOI10.1007/s00362-009-0289-6zbMath1229.62072OpenAlexW1994522454MaRDI QIDQ657069
Ernest Fokoué, Bertrand S. Clarke
Publication date: 13 January 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-009-0289-6
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Sequential estimation (62L12)
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