Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (Q4632670)

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scientific article; zbMATH DE number 7049287
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Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
scientific article; zbMATH DE number 7049287

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    Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (English)
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    30 April 2019
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    adaptive estimation
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    AIC
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    Bayesian model averaging
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    BIC
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    model selection
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    risk convergence
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