Improved predictive model selection
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Publication:951027
DOI10.1016/J.JSPI.2007.12.010zbMATH Open1146.62010OpenAlexW2057128025MaRDI QIDQ951027FDOQ951027
Publication date: 29 October 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2007.12.010
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Cites Work
- Asymptotic Statistics
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- Model Selection and Multimodel Inference
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- Predictive fit for natural exponential families
- Generalised information criteria in model selection
- Information criteria in model selection for mixing processes
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- On asymptotic properties of predictive distributions
- On Parametric Bootstrapping and Bayesian Prediction
- Applications of Differential Geometry to Econometrics
- Information criteria for small diffusions via the theory of Malliavin-Watanabe
- A Generalized Bayes Rule for Prediction
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Cited In (4)
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