Model selection and prediction: Normal regression (Q1260697)

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Model selection and prediction: Normal regression
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    Model selection and prediction: Normal regression (English)
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    25 August 1993
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    prediction lower bound
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    APE
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    finite-dimensional normal regression models
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    model selection criteria
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    prediction errors
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    prediction with refitting
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    prediction without refitting
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    accumulatd prediction error criterion
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    stochastic complexity criterion
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    AIC
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    BIC
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    FPE criterion
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    upper bounds on overfitting and underfitting probabilities
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    finite-dimensional vs. infinite-dimensional model assumptions
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